+390.9%
SRE vs ACM
+230.8%
+160.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -0.3% | -3.7% | +3.4% | +0.6% |
| 30D | -0.7% | -11.1% | +10.4% | +1.7% |
| 3M | -6.3% | -8.0% | +1.7% | -5.0% |
| 6M | -10.7% | -29.7% | +19.0% | -3.6% |
| YTD | -3.5% | -29.4% | +25.9% | +3.5% |
| 1Y | +5.3% | -46.4% | +51.7% | +20.7% |
| 3Y | +31.8% | -22.3% | +54.1% | +35.6% |
| 5Y | +47.4% | +4.5% | +42.9% | +39.0% |
| 10Y | +120.6% | +127.6% | -7.1% | +63.1% |
| All | +390.9% | +230.8% | +160.1% | +175.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling