+1,471.4%
ACN vs ELV
+2,444.2%
-972.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.6% | -2.8% |
| 7D | -1.5% | +3.3% | -4.8% | -2.4% |
| 30D | +9.4% | +4.2% | +5.2% | +8.1% |
| 3M | +5.6% | -0.1% | +5.7% | +5.3% |
| 6M | -9.3% | +41.3% | -50.5% | -18.3% |
| YTD | -29.0% | +17.4% | -46.4% | -33.0% |
| 1Y | -24.7% | +35.1% | -59.7% | -32.0% |
| 3Y | -39.8% | -3.2% | -36.6% | -41.8% |
| 5Y | -40.9% | +15.6% | -56.5% | -46.6% |
| 10Y | +91.1% | +276.8% | -185.7% | +18.4% |
| All | +1,471.4% | +2,444.2% | -972.8% | +681.6% |
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