+333.1%
ACN vs ESI
+207.0%
+126.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.8% | -2.7% |
| 7D | -4.0% | +1.8% | -5.8% | -4.5% |
| 30D | +19.0% | -6.6% | +25.6% | +19.9% |
| 3M | +42.2% | -9.4% | +51.6% | +43.4% |
| 6M | +50.1% | -24.1% | +74.3% | +54.9% |
| YTD | -2.7% | +37.1% | -39.9% | -14.3% |
| 1Y | +7.6% | +24.5% | -17.0% | -3.1% |
| 3Y | -15.9% | +83.2% | -99.0% | -32.5% |
| 5Y | -24.4% | +44.0% | -68.3% | -36.5% |
| 10Y | +151.4% | +332.8% | -181.5% | +64.9% |
| All | +333.1% | +207.0% | +126.1% | +205.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling