-49.7%
SE vs ACM
-46.1%
-3.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | +2.3% |
| 7D | +3.3% | +6.9% | -3.6% | +2.6% |
| 30D | -18.2% | +19.1% | -37.2% | -19.5% |
| 3M | -31.3% | -6.9% | -24.3% | -30.5% |
| 6M | -10.1% | -12.0% | +1.9% | -8.3% |
| YTD | -38.9% | -25.1% | -13.8% | -33.1% |
| All | -49.7% | -46.1% | -3.6% | -40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling