+5.3%
SRE vs AMIX
-81.0%
+86.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.6% |
| 7D | -0.3% | -13.7% | +13.4% | -0.4% |
| 30D | -0.7% | -62.1% | +61.3% | -1.0% |
| 3M | -6.3% | -46.2% | +39.9% | -4.7% |
| 6M | -10.7% | -46.4% | +35.8% | -9.1% |
| YTD | -3.5% | -60.3% | +56.8% | -1.4% |
| 1Y | +5.3% | -79.7% | +85.0% | +9.4% |
| All | +5.3% | -81.0% | +86.3% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 1y: compounded portfolio wealth divided by compounded AMIX 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…
1y analysis · Full analysis span regression · 6 months rolling