+63.7%
SE vs ACM
-9.1%
+72.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +1.0% |
| 7D | -0.5% | +5.6% | -6.1% | -1.8% |
| 30D | -20.9% | +20.8% | -41.8% | -24.3% |
| 3M | -38.9% | +11.4% | -50.3% | -40.5% |
| 6M | -19.4% | +0.9% | -20.4% | -20.4% |
| YTD | -40.9% | -24.8% | -16.1% | -35.1% |
| 1Y | -46.2% | -46.4% | +0.2% | -33.1% |
| 3Y | +63.7% | -9.2% | +72.9% | +169.1% |
| All | +63.7% | -9.1% | +72.8% | +169.1% |
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 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