+11.9%
ACN vs ESTC
+1.6%
+10.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.7% | +4.1% |
| 7D | +8.6% | -15.9% | +24.4% | +13.9% |
| 30D | +36.6% | -5.5% | +42.1% | +37.8% |
| 3M | +56.3% | +26.2% | +30.1% | +41.6% |
| 6M | +49.7% | +77.0% | -27.3% | +21.1% |
| YTD | +1.3% | +18.9% | -17.5% | -14.9% |
| 1Y | +11.9% | +1.3% | +10.6% | -6.9% |
| All | +11.9% | +1.6% | +10.4% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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