+306.8%
ESI vs ACGL
+263.8%
+43.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.7% |
| 7D | +5.4% | -2.9% | +8.3% | +6.8% |
| 30D | -4.2% | -2.8% | -1.4% | -3.1% |
| 3M | -9.6% | +6.8% | -16.4% | -13.4% |
| 6M | +18.3% | -1.5% | +19.9% | +17.0% |
| YTD | +45.8% | -0.2% | +46.1% | +42.4% |
| 1Y | +39.2% | +5.3% | +33.9% | +31.6% |
| 3Y | +86.3% | +30.3% | +56.0% | +50.1% |
| 5Y | +76.2% | +151.8% | -75.6% | -7.6% |
| 10Y | +306.8% | +266.9% | +39.9% | +74.4% |
| All | +306.8% | +263.8% | +43.0% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ACGL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling