+31.5%
ACI vs ESTC
-3.4%
+34.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -3.9% | +0.8% |
| 7D | -5.9% | -1.2% | -4.7% | -5.9% |
| 30D | +7.2% | -8.1% | +15.3% | +7.4% |
| 3M | +8.8% | +20.2% | -11.3% | +8.3% |
| 6M | -17.2% | +72.7% | -89.9% | -18.2% |
| YTD | -21.3% | +19.6% | -40.9% | -21.8% |
| 1Y | -23.7% | +0.3% | -24.0% | -24.0% |
| 3Y | -32.8% | +22.8% | -55.7% | -33.7% |
| 5Y | -41.4% | -50.9% | +9.5% | -44.4% |
| All | +31.5% | -3.4% | +34.9% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling