+22.4%
SRE vs ACM
-7.4%
+29.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -8.2% | +6.6% | -14.8% | -8.8% |
| 30D | -3.6% | +19.8% | -23.4% | -5.4% |
| 3M | -6.3% | -3.1% | -3.1% | -6.2% |
| 6M | -13.0% | -11.5% | -1.5% | -12.1% |
| YTD | -9.2% | -24.7% | +15.5% | -6.6% |
| 1Y | -13.1% | -45.1% | +31.9% | -4.7% |
| 3Y | +22.4% | -8.9% | +31.3% | +14.5% |
| All | +22.4% | -7.4% | +29.8% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling