+151.8%
ACN vs ELF
+316.3%
-164.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.9% |
| 7D | -5.7% | +3.4% | -9.1% | -6.2% |
| 30D | +17.0% | +5.0% | +12.1% | +16.2% |
| 3M | +39.9% | +22.6% | +17.3% | +35.7% |
| 6M | +50.2% | +104.0% | -53.8% | +35.1% |
| YTD | -4.2% | +49.3% | -53.5% | -10.7% |
| 1Y | +4.3% | +46.0% | -41.7% | -2.6% |
| 3Y | -17.1% | +19.4% | -36.5% | -27.2% |
| 5Y | -26.5% | +262.0% | -288.5% | -49.3% |
| All | +151.8% | +316.3% | -164.5% | +50.4% |
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