+48.3%
SRE vs AVTR
-64.7%
+113.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.7% | -2.0% | +1.4% | -0.5% |
| 30D | -1.7% | +8.1% | -9.8% | -2.4% |
| 3M | -7.1% | +54.2% | -61.3% | -11.0% |
| 6M | -8.4% | +82.6% | -90.9% | -14.0% |
| YTD | -3.5% | +29.8% | -33.4% | -6.3% |
| 1Y | +5.4% | +18.0% | -12.6% | +2.5% |
| 3Y | +29.5% | -26.4% | +56.0% | +31.0% |
| 5Y | +48.3% | -64.8% | +113.2% | +60.5% |
| All | +48.3% | -64.7% | +113.0% | +60.5% |
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