-12.0%
SRE vs AG
+15.8%
-27.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.3% | +6.3% | +1.0% |
| 7D | -1.1% | -6.0% | +5.0% | -1.0% |
| 30D | -4.1% | -14.3% | +10.2% | -3.9% |
| 3M | -7.3% | -26.9% | +19.6% | -6.9% |
| 6M | -14.1% | -42.1% | +28.0% | -13.0% |
| YTD | -8.5% | -15.9% | +7.3% | -10.0% |
| 1Y | -12.0% | +11.5% | -23.5% | -16.4% |
| All | -12.0% | +15.8% | -27.9% | -16.4% |
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