+67.9%
ACN vs ESTC
+25.9%
+42.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -3.8% | +2.4% | -6.2% | -4.4% |
| 30D | +16.5% | -4.2% | +20.8% | +17.0% |
| 3M | +41.5% | +2.5% | +39.0% | +39.4% |
| 6M | +60.1% | +81.5% | -21.4% | +39.6% |
| YTD | -3.9% | +16.8% | -20.8% | -9.1% |
| 1Y | +4.1% | -3.5% | +7.5% | +1.6% |
| 3Y | -15.9% | +17.7% | -33.6% | -26.1% |
| 5Y | -26.3% | -51.7% | +25.4% | -27.1% |
| All | +67.9% | +25.9% | +42.0% | +13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling