+589.4%
SE vs ACM
+96.9%
+492.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -6.1% | -3.7% | -2.3% | -4.2% |
| 30D | -2.5% | -11.1% | +8.7% | +2.1% |
| 3M | +21.7% | -8.0% | +29.7% | +24.6% |
| 6M | +27.0% | -29.7% | +56.7% | +48.4% |
| YTD | -12.1% | -29.4% | +17.2% | +2.1% |
| 1Y | -40.9% | -46.4% | +5.5% | -20.2% |
| 3Y | +191.0% | -22.3% | +213.3% | +210.2% |
| 5Y | -68.3% | +4.5% | -72.7% | -70.4% |
| All | +589.4% | +96.9% | +492.5% | +347.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling