+47.1%
SRE vs AG
+5.9%
+41.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | -0.1% |
| 7D | -8.2% | +6.0% | -14.1% | -8.5% |
| 30D | -3.6% | -13.5% | +9.9% | -2.9% |
| 3M | -6.3% | -20.7% | +14.4% | -5.2% |
| 6M | -13.0% | -31.5% | +18.5% | -11.5% |
| YTD | -9.2% | -10.1% | +0.9% | -10.4% |
| 1Y | -13.1% | +26.0% | -39.1% | -16.7% |
| 3Y | +22.4% | +228.9% | -206.5% | +3.9% |
| 5Y | +47.1% | +8.7% | +38.5% | +43.0% |
| All | +47.1% | +5.9% | +41.2% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling