+126.1%
SRE vs ACM
+124.8%
+1.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | +0.2% |
| 7D | +1.5% | -3.7% | +5.1% | +2.4% |
| 30D | +0.8% | -12.7% | +13.5% | +3.8% |
| 3M | -5.8% | -9.8% | +4.0% | -4.0% |
| 6M | -7.8% | -31.4% | +23.6% | +0.5% |
| YTD | -2.4% | -32.1% | +29.7% | +6.0% |
| 1Y | +8.9% | -47.8% | +56.7% | +26.7% |
| 3Y | +31.1% | -22.1% | +53.2% | +33.9% |
| 5Y | +48.6% | +1.8% | +46.8% | +38.8% |
| 10Y | +126.1% | +132.5% | -6.4% | +80.6% |
| All | +126.1% | +124.8% | +1.4% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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