+48.6%
SRE vs AME
+83.9%
-35.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +1.5% | +1.3% | +0.1% | +1.0% |
| 30D | +0.8% | -6.6% | +7.4% | +3.0% |
| 3M | -5.8% | +3.0% | -8.7% | -7.0% |
| 6M | -7.8% | +5.3% | -13.1% | -9.9% |
| YTD | -2.4% | +15.4% | -17.8% | -8.0% |
| 1Y | +8.9% | +26.8% | -17.9% | -1.1% |
| 3Y | +31.1% | +56.5% | -25.4% | +7.0% |
| 5Y | +48.6% | +85.2% | -36.6% | +8.2% |
| All | +48.6% | +83.9% | -35.3% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling