+70.5%
ACN vs ESTC
+28.9%
+41.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.9% | -7.2% | -3.4% |
| 7D | -2.5% | -1.2% | -1.3% | -2.4% |
| 30D | +22.6% | -8.1% | +30.8% | +24.2% |
| 3M | +45.9% | +20.2% | +25.7% | +38.8% |
| 6M | +43.8% | +72.7% | -28.9% | +26.8% |
| YTD | -2.5% | +19.6% | -22.1% | -8.1% |
| 1Y | +6.5% | +0.3% | +6.2% | +3.2% |
| 3Y | -14.2% | +22.8% | -37.0% | -25.3% |
| 5Y | -24.4% | -50.9% | +26.4% | -25.5% |
| All | +70.5% | +28.9% | +41.5% | +15.1% |
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