-40.6%
ACN vs ESTC
-46.4%
+5.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.5% | +1.2% | -2.4% |
| 7D | -1.5% | -8.1% | +6.6% | +0.1% |
| 30D | +9.4% | +31.7% | -22.3% | +2.8% |
| 3M | +5.6% | +41.1% | -35.4% | -2.2% |
| 6M | -9.3% | +77.1% | -86.3% | -19.7% |
| YTD | -29.0% | +21.7% | -50.7% | -33.1% |
| 1Y | -24.7% | +8.4% | -33.0% | -28.1% |
| 3Y | -39.8% | +23.6% | -63.4% | -47.5% |
| All | -40.6% | -46.4% | +5.8% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling