+51.3%
SRE vs ACI
-41.9%
+93.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -4.1% | +4.9% | -9.0% | -4.7% |
| 3M | -7.3% | +11.1% | -18.4% | -8.5% |
| 6M | -14.1% | -14.9% | +0.8% | -12.8% |
| YTD | -8.5% | -19.6% | +11.1% | -6.6% |
| 1Y | -12.0% | -22.7% | +10.7% | -9.7% |
| 3Y | +23.4% | -31.2% | +54.6% | +28.0% |
| 5Y | +51.3% | -42.3% | +93.6% | +57.1% |
| All | +51.3% | -41.9% | +93.2% | +57.1% |
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