+49.2%
SRE vs ACGL
+158.6%
-109.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.4% |
| 7D | +1.4% | -2.9% | +4.4% | +2.3% |
| 30D | +1.9% | -2.8% | +4.7% | +2.7% |
| 3M | -3.3% | +6.8% | -10.1% | -5.3% |
| 6M | -6.4% | -1.5% | -4.9% | -6.3% |
| YTD | -1.8% | -0.2% | -1.6% | -2.3% |
| 1Y | +10.7% | +5.3% | +5.5% | +8.3% |
| 3Y | +31.8% | +30.3% | +1.5% | +20.1% |
| 5Y | +49.2% | +151.8% | -102.6% | +1.3% |
| All | +49.2% | +158.6% | -109.4% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling