+70.3%
SE vs ACM
-12.3%
+82.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.0% | +5.4% | -3.4% | +0.8% |
| 30D | -20.0% | +15.1% | -35.1% | -22.6% |
| 3M | -31.8% | -10.5% | -21.3% | -30.1% |
| 6M | -15.9% | -19.7% | +3.8% | -10.9% |
| YTD | -40.6% | -28.8% | -11.8% | -33.9% |
| 1Y | -50.7% | -47.9% | -2.8% | -38.3% |
| 3Y | +70.3% | -12.4% | +82.7% | +177.0% |
| All | +70.3% | -12.3% | +82.6% | +177.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling