+65.4%
SRE vs ALC
+24.0%
+41.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.1% |
| 7D | -0.3% | -2.1% | +1.8% | +0.3% |
| 30D | -0.7% | -0.1% | -0.6% | -0.8% |
| 3M | -6.3% | +5.9% | -12.2% | -8.3% |
| 6M | -10.7% | -15.9% | +5.3% | -6.3% |
| YTD | -3.5% | -10.1% | +6.6% | -1.3% |
| 1Y | +5.3% | -10.2% | +15.5% | +7.4% |
| 3Y | +31.8% | -13.6% | +45.3% | +33.0% |
| 5Y | +47.4% | -15.1% | +62.5% | +46.7% |
| All | +65.4% | +24.0% | +41.4% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling