+65.3%
SRE vs ALC
+17.1%
+48.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | -0.3% |
| 7D | -0.7% | -7.7% | +7.0% | +1.8% |
| 30D | -1.7% | -11.7% | +9.9% | +2.1% |
| 3M | -7.1% | +0.7% | -7.7% | -7.6% |
| 6M | -8.4% | -17.1% | +8.7% | -3.6% |
| YTD | -3.5% | -15.1% | +11.6% | +0.5% |
| 1Y | +5.4% | -14.1% | +19.5% | +8.9% |
| 3Y | +29.5% | -18.2% | +47.7% | +32.9% |
| 5Y | +48.3% | -19.2% | +67.5% | +49.7% |
| All | +65.3% | +17.1% | +48.3% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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