+48.6%
SRE vs ACI
-43.7%
+92.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.3% |
| 7D | +1.5% | -5.0% | +6.5% | +2.0% |
| 30D | +0.8% | -2.3% | +3.1% | +1.0% |
| 3M | -5.8% | -23.2% | +17.4% | -3.3% |
| 6M | -7.8% | -29.5% | +21.7% | -4.4% |
| YTD | -2.4% | -28.6% | +26.3% | +1.0% |
| 1Y | +8.9% | -34.0% | +42.9% | +13.7% |
| 3Y | +31.1% | -45.0% | +76.1% | +39.9% |
| 5Y | +48.6% | -44.0% | +92.6% | +54.6% |
| All | +48.6% | -43.7% | +92.3% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling