-24.4%
ACN vs ELF
+284.3%
-308.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.1% | -2.7% |
| 7D | -2.5% | +7.8% | -10.4% | -3.5% |
| 30D | +22.6% | +9.3% | +13.4% | +21.2% |
| 3M | +45.9% | +21.2% | +24.7% | +42.2% |
| 6M | +43.8% | +96.1% | -52.3% | +31.7% |
| YTD | -2.5% | +57.0% | -59.4% | -8.7% |
| 1Y | +6.5% | +61.9% | -55.4% | -0.9% |
| 3Y | -14.2% | +20.0% | -34.2% | -26.3% |
| 5Y | -24.4% | +284.8% | -309.2% | -60.0% |
| All | -24.4% | +284.3% | -308.7% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling