+79.1%
SRE vs ACI
+21.2%
+57.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -1.1% |
| 7D | -0.8% | -3.7% | +2.9% | -0.5% |
| 30D | -3.0% | +0.6% | -3.6% | -3.1% |
| 3M | -8.3% | -20.3% | +12.0% | -6.7% |
| 6M | -8.9% | -24.7% | +15.7% | -6.9% |
| YTD | -4.3% | -27.2% | +23.0% | -1.9% |
| 1Y | +2.7% | -32.7% | +35.5% | +6.0% |
| 3Y | +28.7% | -43.9% | +72.6% | +34.7% |
| 5Y | +47.1% | -38.9% | +86.0% | +51.5% |
| All | +79.1% | +21.2% | +57.9% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling