+49.4%
SRE vs AVTR
-58.9%
+108.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +1.8% | +0.5% | +1.3% | +1.7% |
| 30D | -3.0% | -1.0% | -2.0% | -2.9% |
| 3M | -7.3% | +12.2% | -19.5% | -8.3% |
| 6M | -11.9% | +97.5% | -109.3% | -17.9% |
| YTD | -7.9% | +35.6% | -43.5% | -10.9% |
| 1Y | -11.1% | +32.8% | -44.0% | -14.0% |
| 3Y | +24.8% | -16.5% | +41.3% | +24.0% |
| All | +49.4% | -58.9% | +108.3% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 5y: compounded portfolio wealth divided by compounded AVTR 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…
5y analysis · Full analysis span regression · 6 months rolling