+48.3%
SRE vs AEE
+38.5%
+9.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.2% |
| 7D | -0.7% | -0.7% | 0.0% | -0.1% |
| 30D | -1.7% | -2.0% | +0.2% | -0.1% |
| 3M | -7.1% | -2.8% | -4.2% | -5.2% |
| 6M | -8.4% | -3.6% | -4.8% | -6.0% |
| YTD | -3.5% | +7.3% | -10.8% | -8.9% |
| 1Y | +5.4% | +8.7% | -3.3% | -1.5% |
| 3Y | +29.5% | +46.0% | -16.5% | -4.6% |
| 5Y | +48.3% | +39.8% | +8.5% | +12.4% |
| All | +48.3% | +38.5% | +9.8% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 5y: compounded portfolio wealth divided by compounded AEE 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…
5y analysis · Full analysis span regression · 6 months rolling