-41.9%
ACN vs ESI
+82.9%
-124.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | -4.8% | +5.4% | -10.2% | -5.1% |
| 30D | +1.9% | -4.2% | +6.1% | +2.1% |
| 3M | +3.9% | -9.6% | +13.5% | +3.3% |
| 6M | -15.0% | +18.3% | -33.3% | -21.3% |
| YTD | -31.9% | +45.8% | -77.7% | -40.6% |
| 1Y | -28.5% | +39.2% | -67.7% | -37.2% |
| 3Y | -41.9% | +86.3% | -128.2% | -54.7% |
| All | -41.9% | +82.9% | -124.8% | -54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling