+1,409.0%
SRE vs AME
+6,709.9%
-5,300.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -5.6% | +1.1% | -6.7% | -6.0% |
| 30D | -4.5% | -4.1% | -0.4% | -3.4% |
| 3M | -7.7% | -6.3% | -1.4% | -6.1% |
| 6M | -14.4% | +3.5% | -18.0% | -15.9% |
| YTD | -9.4% | +17.3% | -26.7% | -14.9% |
| 1Y | -13.8% | +22.0% | -35.9% | -20.2% |
| 3Y | +22.2% | +62.0% | -39.8% | +1.6% |
| 5Y | +50.5% | +78.5% | -28.0% | +20.2% |
| 10Y | +124.1% | +441.6% | -317.5% | +25.1% |
| All | +1,409.0% | +6,709.9% | -5,300.9% | +356.1% |
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