-44.0%
ACN vs ELV
+14.8%
-58.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.6% |
| 7D | -6.3% | -2.2% | -4.1% | -5.9% |
| 30D | -1.4% | -0.2% | -1.2% | -1.3% |
| 3M | +2.6% | -6.1% | +8.7% | +3.5% |
| 6M | -14.3% | +42.8% | -57.1% | -20.0% |
| YTD | -33.1% | +14.4% | -47.5% | -35.1% |
| 1Y | -28.8% | +28.6% | -57.4% | -32.6% |
| 3Y | -43.0% | -7.4% | -35.5% | -43.5% |
| 5Y | -44.0% | +14.5% | -58.5% | -47.3% |
| All | -44.0% | +14.8% | -58.8% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling