Going E when the wind i SE is about 45 degress to the wind, as an absolute wind angle. Your relative wind angle probably was around 30 degrees (if your boat speed was about ˝ of the wind speed - calculations by head). This is actually about what can be expected. My boat goes 25-30 relative degrees on one tack and 30-35 on the other (do not know why is is different).
In flat water you may point higher, in waves you will have to point lower to keep up speed (such as 45 degrees relative angle). Rather than just pointing high, I would balance this aginst the speed - always aiming for 5 knots or more upwind when the wind is 8-10 knots or more.
I got a new mainsail last year - wonderful to look at - but we are not doing better in the races ;-).