+5.4%
SRE vs ACI
-34.6%
+40.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | -0.7% | -7.1% | +6.4% | -0.5% |
| 30D | -1.7% | -4.5% | +2.8% | -1.6% |
| 3M | -7.1% | -22.3% | +15.2% | -6.0% |
| 6M | -8.4% | -28.4% | +20.0% | -6.8% |
| YTD | -3.5% | -29.5% | +26.0% | -2.0% |
| 1Y | +5.4% | -34.2% | +39.6% | +9.2% |
| All | +5.4% | -34.6% | +40.0% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling