+31.8%
SRE vs AG
+272.3%
-240.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +1.7% |
| 7D | +1.4% | +4.5% | -3.0% | +1.2% |
| 30D | +1.9% | +12.9% | -11.0% | +1.3% |
| 3M | -3.3% | +20.9% | -24.2% | -4.3% |
| 6M | -6.4% | -19.5% | +13.1% | -5.8% |
| YTD | -1.8% | +24.8% | -26.6% | -4.0% |
| 1Y | +10.7% | +120.2% | -109.5% | +4.0% |
| 3Y | +31.8% | +279.0% | -247.2% | +14.9% |
| All | +31.8% | +272.3% | -240.5% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling