+118.2%
SRE vs AG
+68.4%
+49.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.6% |
| 7D | -0.8% | -6.7% | +5.9% | -0.4% |
| 30D | -3.0% | +2.2% | -5.2% | -3.3% |
| 3M | -8.3% | +15.7% | -24.0% | -9.5% |
| 6M | -8.9% | -23.8% | +14.9% | -8.0% |
| YTD | -4.3% | +17.6% | -21.9% | -6.7% |
| 1Y | +2.7% | +88.6% | -85.9% | -3.6% |
| 3Y | +28.7% | +253.4% | -224.8% | +12.5% |
| 5Y | +47.1% | +62.4% | -15.3% | +33.2% |
| All | +118.2% | +68.4% | +49.9% | +100.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling