+18.2%
ESI vs ACGL
+22.6%
-4.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | -0.2% |
| 7D | -8.5% | +0.9% | -9.4% | -7.8% |
| 30D | -15.7% | +13.7% | -29.4% | -7.4% |
| 3M | -18.2% | +8.0% | -26.3% | -12.8% |
| 6M | -28.8% | +13.3% | -42.1% | -20.6% |
| YTD | +26.3% | +11.8% | +14.4% | +38.0% |
| 1Y | +18.2% | +22.2% | -4.0% | +22.5% |
| All | +18.2% | +22.6% | -4.3% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling