+20.4%
ACGL vs ESTC
-5.7%
+26.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.4% | -2.6% | +1.3% | -1.4% |
| 30D | +12.4% | -8.6% | +21.0% | +12.1% |
| 3M | +11.1% | +14.4% | -3.3% | +11.2% |
| 6M | +16.3% | +73.3% | -57.0% | +17.0% |
| YTD | +13.8% | +15.7% | -1.9% | +13.5% |
| 1Y | +20.4% | -7.6% | +28.0% | +18.9% |
| All | +20.4% | -5.7% | +26.1% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling