+153.7%
ACN vs ELF
+357.0%
-203.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +1.6% | +6.3% | -4.7% | +0.6% |
| 30D | +24.6% | +8.5% | +16.1% | +23.2% |
| 3M | +46.2% | +24.4% | +21.8% | +41.6% |
| 6M | +46.2% | +94.7% | -48.6% | +32.4% |
| YTD | -0.9% | +55.9% | -56.7% | -8.1% |
| 1Y | +8.8% | +48.4% | -39.7% | +1.4% |
| 3Y | -14.3% | +24.6% | -38.9% | -25.0% |
| 5Y | -22.6% | +285.0% | -307.6% | -46.9% |
| 10Y | +153.7% | +357.2% | -203.5% | +48.6% |
| All | +153.7% | +357.0% | -203.3% | +48.6% |
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