+19.2%
SRE vs AMIX
-100.0%
+119.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -20.0% | +19.8% | -0.2% |
| 7D | -5.6% | -8.1% | +2.4% | -5.6% |
| 30D | -4.5% | -52.3% | +47.8% | -4.4% |
| 3M | -7.7% | -83.8% | +76.0% | -7.7% |
| 6M | -14.4% | -79.0% | +64.5% | -13.9% |
| YTD | -9.4% | -87.2% | +77.8% | -8.3% |
| 1Y | -13.8% | -91.7% | +77.9% | -12.4% |
| All | +19.2% | -100.0% | +119.2% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling