+118.2%
SRE vs AIG
+66.2%
+52.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -0.8% | -1.2% | +0.3% | -0.5% |
| 30D | -3.0% | -1.1% | -1.9% | -2.7% |
| 3M | -8.3% | +0.7% | -9.0% | -8.7% |
| 6M | -8.9% | -2.2% | -6.7% | -8.7% |
| YTD | -4.3% | -10.8% | +6.6% | -1.5% |
| 1Y | +2.7% | -2.0% | +4.8% | +2.3% |
| 3Y | +28.7% | +34.8% | -6.2% | +14.7% |
| 5Y | +47.1% | +55.0% | -7.9% | +22.7% |
| All | +118.2% | +66.2% | +52.1% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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