+2,330.4%
ACN vs SRE
+1,281.6%
+1,048.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -3.8% | +1.8% | -5.6% | -4.5% |
| 30D | +16.5% | -3.0% | +19.5% | +17.8% |
| 3M | +41.5% | -7.3% | +48.7% | +45.1% |
| 6M | +60.1% | -11.9% | +72.0% | +66.7% |
| YTD | -3.9% | -7.9% | +3.9% | -2.4% |
| 1Y | +4.1% | -11.1% | +15.2% | +7.2% |
| 3Y | -15.9% | +24.8% | -40.7% | -27.1% |
| 5Y | -26.3% | +52.4% | -78.7% | -41.9% |
| 10Y | +148.2% | +127.9% | +20.4% | +58.4% |
| All | +2,330.4% | +1,281.6% | +1,048.8% | +592.4% |
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