-11.1%
SRE vs AEIS
+4.7%
-15.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +0.9% |
| 7D | +1.8% | +11.5% | -9.8% | +1.2% |
| 30D | -3.0% | -15.8% | +12.8% | -2.5% |
| 3M | -7.3% | -33.3% | +26.1% | -5.9% |
| 6M | -11.9% | -35.2% | +23.3% | -11.0% |
| YTD | -7.9% | +5.0% | -12.9% | -12.6% |
| 1Y | -11.1% | +8.5% | -19.6% | -16.6% |
| All | -11.1% | +4.7% | -15.8% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling