-43.0%
ACN vs ELF
-27.2%
-15.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.5% |
| 7D | -6.3% | -6.8% | +0.5% | -5.8% |
| 30D | -1.4% | +5.1% | -6.5% | -1.8% |
| 3M | +2.6% | +79.8% | -77.2% | -2.4% |
| 6M | -14.3% | +29.7% | -44.0% | -16.4% |
| YTD | -33.1% | +31.6% | -64.7% | -34.9% |
| 1Y | -28.8% | -27.9% | -0.9% | -28.1% |
| All | -43.0% | -27.2% | -15.8% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling