+24.4%
SRE vs ALC
+2.4%
+22.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -8.4% | +2.1% | -10.4% | -8.7% |
| 30D | -3.2% | +17.2% | -20.4% | -5.7% |
| 3M | -5.3% | +4.6% | -9.9% | -6.1% |
| 6M | -12.6% | +20.1% | -32.7% | -15.6% |
| YTD | -8.8% | -4.2% | -4.6% | -8.6% |
| 1Y | -13.4% | +2.1% | -15.5% | -14.5% |
| 3Y | +24.4% | +4.5% | +19.9% | +19.8% |
| All | +24.4% | +2.4% | +22.0% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling