+24.8%
SRE vs ACGL
+33.8%
-9.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +1.8% | +2.2% | -0.4% | +1.2% |
| 30D | -3.0% | +12.3% | -15.3% | -6.0% |
| 3M | -7.3% | +11.8% | -19.1% | -10.1% |
| 6M | -11.9% | +17.5% | -29.3% | -16.0% |
| YTD | -7.9% | +14.3% | -22.1% | -11.7% |
| 1Y | -11.1% | +18.2% | -29.3% | -15.8% |
| 3Y | +24.8% | +33.2% | -8.3% | +18.8% |
| All | +24.8% | +33.8% | -9.0% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling