+80.6%
SRE vs ACI
+25.9%
+54.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | -0.7% | +5.9% | -6.6% | -1.2% |
| 3M | -6.3% | -19.8% | +13.5% | -4.7% |
| 6M | -10.7% | -24.7% | +14.1% | -8.6% |
| YTD | -3.5% | -24.4% | +20.9% | -1.4% |
| 1Y | +5.3% | -31.5% | +36.8% | +8.5% |
| 3Y | +31.8% | -38.7% | +70.5% | +36.9% |
| 5Y | +47.4% | -42.8% | +90.2% | +51.8% |
| All | +80.6% | +25.9% | +54.7% | +77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling