+47.4%
ACN vs SE
+597.4%
-550.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.3% |
| 7D | -4.8% | +0.6% | -5.4% | -4.9% |
| 30D | +1.9% | -0.1% | +2.0% | +1.7% |
| 3M | +3.9% | +34.1% | -30.3% | -0.9% |
| 6M | -15.0% | +23.2% | -38.2% | -18.2% |
| YTD | -31.9% | -11.2% | -20.7% | -31.5% |
| 1Y | -28.5% | -40.5% | +12.0% | -24.0% |
| 3Y | -41.9% | +196.3% | -238.2% | -52.9% |
| 5Y | -42.9% | -67.0% | +24.2% | -40.7% |
| All | +47.4% | +597.4% | -550.0% | -10.4% |
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