+170.6%
ACGL vs ESTC
-48.1%
+218.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | +0.6% |
| 7D | -1.1% | -1.2% | +0.1% | -1.1% |
| 30D | +13.1% | -8.1% | +21.2% | +13.4% |
| 3M | +9.8% | +20.2% | -10.4% | +8.8% |
| 6M | +15.3% | +72.7% | -57.5% | +12.4% |
| YTD | +12.7% | +19.6% | -6.9% | +11.3% |
| 1Y | +20.7% | +0.3% | +20.4% | +20.1% |
| 3Y | +34.3% | +22.8% | +11.5% | +30.2% |
| 5Y | +170.6% | -50.9% | +221.5% | +145.3% |
| All | +170.6% | -48.1% | +218.7% | +145.3% |
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