-11.8%
ACN vs ESTC
+18.0%
-29.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.2% |
| 7D | +0.9% | -11.5% | +12.4% | +3.0% |
| 30D | +33.5% | -7.5% | +41.1% | +34.8% |
| 3M | +53.5% | +23.1% | +30.4% | +46.3% |
| 6M | +52.2% | +75.3% | -23.1% | +36.7% |
| YTD | -0.1% | +14.1% | -14.2% | -5.8% |
| 1Y | +11.0% | -0.6% | +11.6% | +6.0% |
| 3Y | -11.8% | +20.8% | -32.6% | -17.5% |
| All | -11.8% | +18.0% | -29.8% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling