-26.2%
ACN vs ELV
+29.9%
-56.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.6% |
| 7D | -6.3% | -2.2% | -4.1% | -6.0% |
| 30D | -1.4% | -0.2% | -1.2% | -1.3% |
| 3M | +2.6% | -6.1% | +8.7% | +2.9% |
| 6M | -14.3% | +42.8% | -57.1% | -17.6% |
| YTD | -33.1% | +14.4% | -47.5% | -33.3% |
| All | -26.2% | +29.9% | -56.1% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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