-14.1%
SRE vs AG
-39.1%
+24.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.3% | +6.3% | +0.8% |
| 7D | -1.1% | -6.0% | +5.0% | -1.2% |
| 30D | -4.1% | -14.3% | +10.2% | -4.4% |
| 3M | -7.3% | -26.9% | +19.6% | -7.8% |
| 6M | -14.1% | -42.1% | +28.0% | -15.9% |
| All | -14.1% | -39.1% | +24.9% | -15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling