+1,697.2%
ACN vs SRE
+1,347.6%
+349.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | +9.4% | -0.7% | +10.1% | +9.4% |
| 3M | +5.6% | -6.3% | +12.0% | +7.8% |
| 6M | -9.3% | -10.7% | +1.4% | -6.1% |
| YTD | -29.0% | -3.5% | -25.5% | -29.0% |
| 1Y | -24.7% | +5.3% | -30.0% | -27.6% |
| 3Y | -39.8% | +31.8% | -71.6% | -49.0% |
| 5Y | -40.9% | +47.4% | -88.3% | -52.6% |
| 10Y | +91.1% | +120.6% | -29.4% | +23.7% |
| All | +1,697.2% | +1,347.6% | +349.6% | +403.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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