+118.2%
SRE vs AGI
+392.3%
-274.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -0.8% | -2.7% | +1.9% | -0.7% |
| 30D | -3.0% | +7.2% | -10.2% | -3.5% |
| 3M | -8.3% | +4.3% | -12.6% | -8.8% |
| 6M | -8.9% | -27.1% | +18.2% | -7.5% |
| YTD | -4.3% | -6.6% | +2.3% | -4.7% |
| 1Y | +2.7% | +9.5% | -6.8% | +1.0% |
| 3Y | +28.7% | +208.4% | -179.8% | +17.1% |
| 5Y | +47.1% | +401.6% | -354.5% | +29.1% |
| All | +118.2% | +392.3% | -274.1% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling