+1,507.7%
SRE vs AEIS
+2,366.1%
-858.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.9% |
| 7D | -0.3% | +3.0% | -3.3% | -0.6% |
| 30D | -0.7% | -14.6% | +13.9% | +0.6% |
| 3M | -6.3% | -12.4% | +6.1% | -6.0% |
| 6M | -10.7% | -15.0% | +4.3% | -10.4% |
| YTD | -3.5% | +34.3% | -37.8% | -7.7% |
| 1Y | +5.3% | +87.4% | -82.1% | -2.9% |
| 3Y | +31.8% | +139.8% | -108.0% | +17.1% |
| 5Y | +47.4% | +220.7% | -173.4% | +25.9% |
| 10Y | +120.6% | +531.6% | -411.0% | +70.7% |
| All | +1,507.7% | +2,366.1% | -858.3% | +909.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling