+31.2%
SRE vs AEIS
+172.0%
-140.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +1.5% | +6.5% | -5.0% | +0.8% |
| 30D | +0.8% | -9.2% | +10.0% | +1.7% |
| 3M | -5.8% | -8.3% | +2.6% | -6.0% |
| 6M | -7.8% | -6.3% | -1.5% | -9.0% |
| YTD | -2.4% | +36.5% | -38.9% | -9.5% |
| 1Y | +8.9% | +84.8% | -75.9% | -4.8% |
| All | +31.2% | +172.0% | -140.8% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling