+4.1%
ACN vs ELF
+53.2%
-49.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | -0.4% |
| 7D | -3.8% | +1.6% | -5.4% | -4.1% |
| 30D | +16.5% | +9.1% | +7.4% | +14.9% |
| 3M | +41.5% | +28.2% | +13.3% | +36.3% |
| 6M | +60.1% | +119.5% | -59.5% | +44.2% |
| YTD | -3.9% | +55.2% | -59.1% | -8.2% |
| 1Y | +4.1% | +58.6% | -54.5% | -1.2% |
| All | +4.1% | +53.2% | -49.1% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling