-40.6%
ACN vs SE
-68.6%
+28.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.2% |
| 7D | -1.5% | -6.1% | +4.6% | -0.7% |
| 30D | +9.4% | -2.5% | +11.8% | +9.5% |
| 3M | +5.6% | +21.7% | -16.1% | +2.4% |
| 6M | -9.3% | +27.0% | -36.3% | -12.9% |
| YTD | -29.0% | -12.1% | -16.8% | -28.5% |
| 1Y | -24.7% | -40.9% | +16.3% | -20.0% |
| 3Y | -39.8% | +191.0% | -230.8% | -50.6% |
| All | -40.6% | -68.6% | +28.0% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling