+1,535.1%
SRE vs AIG
-87.3%
+1,622.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.0% |
| 7D | +1.4% | -1.6% | +3.0% | +1.6% |
| 30D | +1.9% | -5.2% | +7.1% | +2.6% |
| 3M | -3.3% | +1.5% | -4.7% | -3.6% |
| 6M | -6.4% | -3.9% | -2.5% | -6.1% |
| YTD | -1.8% | -11.6% | +9.8% | -0.4% |
| 1Y | +10.7% | -2.9% | +13.7% | +10.8% |
| 3Y | +31.8% | +33.7% | -2.0% | +26.0% |
| 5Y | +49.2% | +52.7% | -3.5% | +39.2% |
| 10Y | +118.5% | +62.6% | +55.9% | +95.7% |
| All | +1,535.1% | -87.3% | +1,622.4% | +1,699.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling