+48.3%
SRE vs AEIS
+219.6%
-171.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.7% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -1.7% | -16.4% | +14.7% | +0.1% |
| 3M | -7.1% | -11.1% | +4.1% | -6.9% |
| 6M | -8.4% | -12.0% | +3.7% | -8.7% |
| YTD | -3.5% | +30.9% | -34.4% | -9.6% |
| 1Y | +5.4% | +74.3% | -68.9% | -6.0% |
| 3Y | +29.5% | +165.2% | -135.7% | +5.8% |
| 5Y | +48.3% | +220.0% | -171.7% | +15.4% |
| All | +48.3% | +219.6% | -171.2% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling