-18.0%
ELF vs ACGL
+4.8%
-22.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +1.7% |
| 7D | +5.4% | -0.7% | +6.1% | +5.2% |
| 30D | +27.0% | -1.0% | +28.0% | +26.8% |
| 3M | +113.2% | +11.0% | +102.2% | +119.5% |
| 6M | +36.6% | -0.3% | +36.9% | +35.8% |
| YTD | +44.2% | +2.3% | +42.0% | +46.3% |
| 1Y | -18.0% | +6.4% | -24.4% | -12.5% |
| All | -18.0% | +4.8% | -22.8% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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