+1,526.3%
SRE vs AFL
+2,452.1%
-925.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | +1.5% | -2.1% | +3.6% | +2.0% |
| 30D | +0.8% | -5.4% | +6.3% | +2.3% |
| 3M | -5.8% | -0.3% | -5.5% | -5.8% |
| 6M | -7.8% | +5.2% | -13.0% | -9.2% |
| YTD | -2.4% | +5.7% | -8.0% | -4.0% |
| 1Y | +8.9% | +10.2% | -1.3% | +5.8% |
| 3Y | +31.1% | +63.4% | -32.3% | +13.9% |
| 5Y | +48.6% | +133.0% | -84.4% | +16.9% |
| 10Y | +126.1% | +299.5% | -173.4% | +52.3% |
| All | +1,526.3% | +2,452.1% | -925.8% | +593.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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