+11.9%
ACN vs ESI
+27.8%
-15.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.6% | +8.5% | +2.8% |
| 7D | +8.6% | -6.6% | +15.1% | +7.1% |
| 30D | +36.6% | -10.9% | +47.5% | +33.9% |
| 3M | +56.3% | -13.8% | +70.1% | +53.1% |
| 6M | +49.7% | -21.5% | +71.2% | +44.8% |
| YTD | +1.3% | +34.7% | -33.3% | -12.3% |
| 1Y | +11.9% | +24.9% | -13.0% | -1.3% |
| All | +11.9% | +27.8% | -15.9% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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