+32.0%
SRE vs AME
+56.9%
-25.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.4% | +2.8% | -1.3% | +0.8% |
| 30D | +1.9% | -6.3% | +8.2% | +3.4% |
| 3M | -3.3% | +5.4% | -8.7% | -4.8% |
| 6M | -6.4% | +7.4% | -13.9% | -8.5% |
| YTD | -1.8% | +16.2% | -18.0% | -6.2% |
| 1Y | +10.7% | +26.8% | -16.1% | +3.2% |
| All | +32.0% | +56.9% | -25.0% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling