+305.0%
ACGL vs ESTC
+20.3%
+284.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +6.0% | +0.3% |
| 7D | +6.4% | -18.5% | +24.9% | +7.9% |
| 30D | +16.6% | -11.0% | +27.6% | +17.4% |
| 3M | +11.6% | +20.8% | -9.2% | +9.4% |
| 6M | +17.5% | +67.9% | -50.4% | +11.9% |
| YTD | +15.3% | +11.6% | +3.7% | +13.0% |
| 1Y | +26.3% | -3.3% | +29.6% | +25.0% |
| 3Y | +35.9% | +16.4% | +19.5% | +28.0% |
| 5Y | +168.2% | -49.9% | +218.0% | +169.2% |
| All | +305.0% | +20.3% | +284.7% | +200.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling