-14.2%
ACN vs ESI
+77.3%
-91.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.1% | -7.5% | -2.4% |
| 7D | -2.5% | -3.5% | +0.9% | -2.5% |
| 30D | +22.6% | -9.3% | +31.9% | +22.8% |
| 3M | +45.9% | -12.8% | +58.7% | +46.3% |
| 6M | +43.8% | -24.6% | +68.4% | +44.8% |
| YTD | -2.5% | +32.7% | -35.2% | -14.7% |
| 1Y | +6.5% | +20.3% | -13.8% | -4.8% |
| 3Y | -14.2% | +80.2% | -94.4% | -32.5% |
| All | -14.2% | +77.3% | -91.5% | -32.5% |
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