Nope, A capacitor is on an ESC to filter the ripple on the power lines. Ripple can disturb the working of the FET's losing power put into heat. What you think that will happen with a high capacity will not happen. The internal resistance of your capacitor bank with plain electrolytic capacitors will not come close to the very low internal resistance of a good LiPo battery so it will not give you the boost everyone can talk about.

There is a topic here on this forum where we talked about these and where we made capacitor banks based on small SMD ceramic capacitors which are now a hype as "non-polarity capacitors". Ceramic capacitors react faster and together they will have a low resistance. In that topic also a guy who did measure with a scope on several configurations. I made about 50 capacitors based on ceramic ones. With just 900uF (9x 100uF) what is about a same value as the 2 capacitor banks with most ESC's and a good driver did only notice a better brake.