+57.9%
SRE vs ALC
+30.4%
+27.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -0.3% |
| 7D | +1.8% | -1.1% | +2.8% | +2.1% |
| 30D | -3.0% | +16.0% | -19.0% | -7.6% |
| 3M | -7.3% | +0.8% | -8.1% | -7.8% |
| 6M | -11.9% | +16.8% | -28.7% | -16.7% |
| YTD | -7.9% | -5.5% | -2.4% | -7.5% |
| 1Y | -11.1% | -5.3% | -5.9% | -11.0% |
| 3Y | +24.8% | +4.1% | +20.7% | +17.4% |
| 5Y | +52.4% | -7.1% | +59.4% | +46.4% |
| All | +57.9% | +30.4% | +27.5% | +19.6% |
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