+116.2%
ACN vs SE
+366.0%
-249.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.9% | +2.0% | -1.1% | +0.6% |
| 30D | +33.5% | -20.0% | +53.5% | +37.5% |
| 3M | +53.5% | -31.8% | +85.2% | +61.3% |
| 6M | +52.2% | -15.9% | +68.1% | +54.5% |
| YTD | -0.1% | -40.6% | +40.5% | +6.1% |
| 1Y | +11.0% | -50.7% | +61.7% | +20.9% |
| 3Y | -11.8% | +70.3% | -82.1% | -22.4% |
| 5Y | -22.8% | -78.8% | +56.0% | -14.7% |
| All | +116.2% | +366.0% | -249.8% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling