-34.2%
ACI vs ESTC
+0.7%
-35.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.7% | +0.4% | -3.2% |
| 7D | -2.6% | -4.3% | +1.7% | -2.5% |
| 30D | +1.1% | +17.7% | -16.6% | +1.0% |
| 3M | -23.6% | +42.3% | -65.9% | -23.5% |
| 6M | -29.9% | +64.6% | -94.5% | -29.2% |
| YTD | -26.9% | +17.2% | -44.1% | -28.4% |
| 1Y | -34.2% | -4.2% | -30.0% | -35.9% |
| All | -34.2% | +0.7% | -35.0% | -35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling