+5.4%
SRE vs AG
+119.5%
-114.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -1.1% |
| 7D | -0.7% | -5.8% | +5.1% | -0.6% |
| 30D | -1.7% | +6.4% | -8.1% | -1.8% |
| 3M | -7.1% | +28.4% | -35.4% | -7.6% |
| 6M | -8.4% | -24.5% | +16.1% | -7.7% |
| YTD | -3.5% | +21.2% | -24.7% | -4.4% |
| 1Y | +5.4% | +114.1% | -108.7% | +5.7% |
| All | +5.4% | +119.5% | -114.1% | +5.7% |
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