+168.2%
ACGL vs ESTC
-51.6%
+219.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +6.0% | +0.1% |
| 7D | +6.4% | -18.5% | +24.9% | +7.1% |
| 30D | +16.6% | -11.0% | +27.6% | +17.0% |
| 3M | +11.6% | +20.8% | -9.2% | +10.5% |
| 6M | +17.5% | +67.9% | -50.4% | +14.6% |
| YTD | +15.3% | +11.6% | +3.7% | +14.2% |
| 1Y | +26.3% | -3.3% | +29.6% | +25.7% |
| 3Y | +35.9% | +16.4% | +19.5% | +32.1% |
| 5Y | +168.2% | -49.9% | +218.0% | +139.6% |
| All | +168.2% | -51.6% | +219.8% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling