+372.3%
SE vs ACM
+110.0%
+262.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.8% |
| 7D | 0.0% | +6.6% | -6.6% | -3.1% |
| 30D | -19.4% | +19.8% | -39.1% | -26.3% |
| 3M | -33.1% | -3.1% | -30.0% | -33.1% |
| 6M | -11.4% | -11.5% | +0.1% | -8.8% |
| YTD | -39.8% | -24.7% | -15.1% | -32.4% |
| 1Y | -50.5% | -45.1% | -5.4% | -33.9% |
| 3Y | +68.9% | -8.9% | +77.7% | +64.5% |
| 5Y | -77.1% | +5.4% | -82.5% | -78.8% |
| All | +372.3% | +110.0% | +262.4% | +196.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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