+1,434.4%
SRE vs AME
+6,778.7%
-5,344.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +1.8% | +5.9% | -4.1% | -0.2% |
| 30D | -3.0% | -1.9% | -1.1% | -2.6% |
| 3M | -7.3% | -5.4% | -1.9% | -5.9% |
| 6M | -11.9% | +4.9% | -16.8% | -13.8% |
| YTD | -7.9% | +18.5% | -26.3% | -13.8% |
| 1Y | -11.1% | +25.5% | -36.6% | -18.4% |
| 3Y | +24.8% | +63.0% | -38.2% | +3.5% |
| 5Y | +52.4% | +78.3% | -25.9% | +21.8% |
| 10Y | +127.9% | +447.1% | -319.2% | +26.8% |
| All | +1,434.4% | +6,778.7% | -5,344.2% | +362.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling