+363.5%
SE vs ACM
+109.6%
+253.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +0.8% |
| 7D | -0.5% | +5.6% | -6.1% | -3.2% |
| 30D | -20.9% | +20.8% | -41.8% | -28.1% |
| 3M | -38.9% | +11.4% | -50.3% | -42.4% |
| 6M | -19.4% | +0.9% | -20.4% | -21.6% |
| YTD | -40.9% | -24.8% | -16.1% | -33.6% |
| 1Y | -46.2% | -46.4% | +0.2% | -27.1% |
| 3Y | +63.7% | -9.2% | +72.9% | +59.9% |
| 5Y | -77.9% | +5.0% | -82.9% | -79.5% |
| All | +363.5% | +109.6% | +253.9% | +191.1% |
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