-78.0%
SE vs ACM
-2.7%
-75.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.0% | +5.4% | -3.4% | -0.9% |
| 30D | -20.0% | +15.1% | -35.1% | -26.3% |
| 3M | -31.8% | -10.5% | -21.3% | -28.3% |
| 6M | -15.9% | -19.7% | +3.8% | -6.5% |
| YTD | -40.6% | -28.8% | -11.8% | -28.4% |
| 1Y | -50.7% | -47.9% | -2.8% | -24.1% |
| 3Y | +70.3% | -12.4% | +82.7% | +50.8% |
| All | -78.0% | -2.7% | -75.3% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling