+45.5%
SRE vs AJG
+74.4%
-28.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -0.8% | -8.3% | +7.4% | +1.4% |
| 30D | -3.0% | -5.7% | +2.7% | -1.6% |
| 3M | -8.3% | +9.1% | -17.4% | -11.2% |
| 6M | -8.9% | +15.2% | -24.1% | -13.5% |
| YTD | -4.3% | -6.3% | +2.0% | -3.0% |
| 1Y | +2.7% | -19.1% | +21.8% | +9.7% |
| 3Y | +28.7% | +8.2% | +20.4% | +21.5% |
| All | +45.5% | +74.4% | -28.9% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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