+1,526.3%
SRE vs AON
+883.9%
+642.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.3% |
| 7D | +1.5% | -7.9% | +9.4% | +3.5% |
| 30D | +0.8% | -14.6% | +15.5% | +4.6% |
| 3M | -5.8% | -7.9% | +2.1% | -4.2% |
| 6M | -7.8% | -8.0% | +0.2% | -6.5% |
| YTD | -2.4% | -13.2% | +10.9% | +0.2% |
| 1Y | +8.9% | -16.4% | +25.3% | +12.6% |
| 3Y | +31.1% | -6.7% | +37.7% | +31.1% |
| 5Y | +48.6% | +8.0% | +40.6% | +42.4% |
| 10Y | +126.1% | +205.6% | -79.5% | +70.1% |
| All | +1,526.3% | +883.9% | +642.4% | +767.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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