+32.5%
ACGL vs ESTC
+18.0%
+14.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.0% |
| 7D | +0.9% | -11.5% | +12.4% | +1.1% |
| 30D | +13.7% | -7.5% | +21.3% | +13.8% |
| 3M | +8.0% | +23.1% | -15.0% | +7.3% |
| 6M | +13.3% | +75.3% | -62.0% | +11.4% |
| YTD | +11.8% | +14.1% | -2.3% | +11.1% |
| 1Y | +22.2% | -0.6% | +22.8% | +22.0% |
| 3Y | +32.5% | +20.8% | +11.7% | +32.9% |
| All | +32.5% | +18.0% | +14.5% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling