+94.5%
ACN vs ELF
+357.0%
-262.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -3.6% |
| 7D | -1.5% | +5.4% | -6.9% | -2.3% |
| 30D | +9.4% | +27.0% | -17.6% | +5.7% |
| 3M | +5.6% | +113.2% | -107.6% | -5.2% |
| 6M | -9.3% | +36.6% | -45.8% | -13.9% |
| YTD | -29.0% | +44.2% | -73.2% | -33.4% |
| 1Y | -24.7% | -18.0% | -6.7% | -24.7% |
| 3Y | -39.8% | -19.9% | -19.9% | -43.6% |
| 5Y | -40.9% | +257.7% | -298.6% | -59.0% |
| All | +94.5% | +357.0% | -262.5% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling