-40.6%
ACN vs ESI
+72.3%
-112.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.3% | -4.0% |
| 7D | -1.5% | +3.3% | -4.8% | -2.3% |
| 30D | +9.4% | -5.9% | +15.2% | +10.6% |
| 3M | +5.6% | -14.1% | +19.7% | +7.3% |
| 6M | -9.3% | +6.6% | -15.8% | -16.0% |
| YTD | -29.0% | +45.0% | -74.0% | -41.9% |
| 1Y | -24.7% | +41.5% | -66.1% | -38.2% |
| 3Y | -39.8% | +78.8% | -118.6% | -57.8% |
| All | -40.6% | +72.3% | -112.9% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling