-28.8%
ACN vs ESI
+38.0%
-66.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -2.0% |
| 7D | -6.3% | +3.9% | -10.3% | -5.8% |
| 30D | -1.4% | -3.8% | +2.4% | -1.8% |
| 3M | +2.6% | -13.1% | +15.7% | +0.6% |
| 6M | -14.3% | +11.3% | -25.6% | -19.5% |
| YTD | -33.1% | +44.1% | -77.2% | -41.8% |
| 1Y | -28.8% | +40.3% | -69.1% | -38.1% |
| All | -28.8% | +38.0% | -66.8% | -38.1% |
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