+2,020.4%
ACN vs ELV
+2,595.8%
-575.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.7% | -0.5% | -5.3% | -5.6% |
| 30D | +17.0% | +1.1% | +16.0% | +16.7% |
| 3M | +39.9% | +8.2% | +31.7% | +36.7% |
| 6M | +50.2% | +10.2% | +40.0% | +45.5% |
| YTD | -4.2% | +24.4% | -28.6% | -11.1% |
| 1Y | +4.3% | +33.8% | -29.5% | -5.5% |
| 3Y | -17.1% | -1.4% | -15.7% | -20.2% |
| 5Y | -26.5% | +5.8% | -32.3% | -31.6% |
| 10Y | +147.7% | +269.1% | -121.4% | +54.4% |
| All | +2,020.4% | +2,595.8% | -575.4% | +937.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling