-7.7%
SRE vs AG
+29.4%
-37.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +9.1% | -12.0% | -3.0% |
| 7D | -2.1% | -2.6% | +0.5% | -2.0% |
| 30D | +6.1% | -12.1% | +18.2% | +6.3% |
| 3M | -3.5% | -6.6% | +3.1% | -3.5% |
| 6M | -10.8% | -20.5% | +9.7% | -10.5% |
| YTD | -4.0% | -7.4% | +3.5% | -5.2% |
| 1Y | -7.7% | +33.4% | -41.0% | -11.3% |
| All | -7.7% | +29.4% | -37.0% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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