+30.3%
ACI vs ESTC
-7.8%
+38.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -3.4% |
| 7D | -2.2% | -11.5% | +9.3% | -2.0% |
| 30D | +10.3% | -7.5% | +17.8% | +10.4% |
| 3M | +7.2% | +23.1% | -15.9% | +6.6% |
| 6M | -18.0% | +75.3% | -93.3% | -19.0% |
| YTD | -22.0% | +14.1% | -36.1% | -22.4% |
| 1Y | -23.4% | -0.6% | -22.8% | -23.6% |
| 3Y | -35.8% | +20.8% | -56.6% | -36.6% |
| 5Y | -43.7% | -48.8% | +5.1% | -46.4% |
| All | +30.3% | -7.8% | +38.2% | +16.6% |
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 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