+130.2%
SRE vs AME
+444.5%
-314.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +1.8% | +5.9% | -4.1% | -0.7% |
| 30D | -3.0% | -1.9% | -1.1% | -2.5% |
| 3M | -7.3% | -5.4% | -1.9% | -5.5% |
| 6M | -11.9% | +4.9% | -16.8% | -14.5% |
| YTD | -7.9% | +18.5% | -26.3% | -15.9% |
| 1Y | -11.1% | +25.5% | -36.6% | -21.0% |
| 3Y | +24.8% | +63.0% | -38.2% | -4.2% |
| 5Y | +52.4% | +78.3% | -25.9% | +10.1% |
| All | +130.2% | +444.5% | -314.3% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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