+124.1%
SRE vs ACM
+130.8%
-6.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -5.6% | +3.0% | -8.7% | -6.4% |
| 30D | -4.5% | +19.7% | -24.1% | -8.8% |
| 3M | -7.7% | +5.3% | -13.0% | -9.4% |
| 6M | -14.4% | -10.8% | -3.6% | -12.9% |
| YTD | -9.4% | -25.1% | +15.7% | -4.0% |
| 1Y | -13.8% | -45.8% | +31.9% | +0.1% |
| 3Y | +22.2% | -9.4% | +31.5% | +19.7% |
| 5Y | +50.5% | +4.8% | +45.7% | +39.2% |
| 10Y | +124.1% | +129.8% | -5.7% | +67.5% |
| All | +124.1% | +130.8% | -6.7% | +67.5% |
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