+1,507.7%
SRE vs AME
+6,644.1%
-5,136.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.1% |
| 7D | -0.3% | +0.6% | -0.9% | -0.6% |
| 30D | -0.7% | -6.7% | +6.0% | +1.5% |
| 3M | -6.3% | +4.1% | -10.4% | -7.8% |
| 6M | -10.7% | +1.6% | -12.2% | -11.6% |
| YTD | -3.5% | +16.1% | -19.6% | -8.8% |
| 1Y | +5.3% | +27.3% | -22.0% | -3.8% |
| 3Y | +31.8% | +50.9% | -19.1% | +12.5% |
| 5Y | +47.4% | +81.4% | -34.0% | +17.4% |
| 10Y | +120.6% | +417.0% | -296.4% | +25.1% |
| All | +1,507.7% | +6,644.1% | -5,136.4% | +389.0% |
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