+85.3%
ACN vs ELF
+299.0%
-213.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +1.8% |
| 7D | -7.9% | -10.8% | +3.0% | -6.4% |
| 30D | -1.1% | +0.8% | -1.9% | -1.3% |
| 3M | +5.6% | +64.8% | -59.2% | -1.8% |
| 6M | -9.9% | +19.0% | -28.9% | -12.9% |
| YTD | -32.3% | +25.9% | -58.3% | -35.3% |
| 1Y | -25.3% | -28.8% | +3.5% | -23.9% |
| 3Y | -42.3% | -29.6% | -12.7% | -44.9% |
| 5Y | -43.5% | +216.2% | -259.7% | -60.1% |
| All | +85.3% | +299.0% | -213.7% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling