+114.6%
ACN vs SE
+372.6%
-258.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | +1.6% | 0.0% | +1.5% | +1.5% |
| 30D | +24.6% | -19.4% | +44.0% | +28.2% |
| 3M | +46.2% | -33.1% | +79.3% | +54.1% |
| 6M | +46.2% | -11.4% | +57.6% | +47.3% |
| YTD | -0.9% | -39.8% | +38.9% | +5.1% |
| 1Y | +8.8% | -50.5% | +59.2% | +18.3% |
| 3Y | -14.3% | +68.9% | -83.1% | -24.5% |
| 5Y | -22.6% | -77.1% | +54.5% | -15.5% |
| All | +114.6% | +372.6% | -258.1% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling