-40.6%
ACN vs ELF
+259.0%
-299.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -3.6% |
| 7D | -1.5% | +5.4% | -6.9% | -2.2% |
| 30D | +9.4% | +27.0% | -17.6% | +6.1% |
| 3M | +5.6% | +113.2% | -107.6% | -4.0% |
| 6M | -9.3% | +36.6% | -45.8% | -13.2% |
| YTD | -29.0% | +44.2% | -73.2% | -32.7% |
| 1Y | -24.7% | -18.0% | -6.7% | -24.6% |
| 3Y | -39.8% | -19.9% | -19.9% | -44.0% |
| All | -40.6% | +259.0% | -299.6% | -68.2% |
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 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