+301.7%
ELF vs ACGL
+324.4%
-22.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | +1.6% | +2.2% | -0.6% | +0.7% |
| 30D | +9.1% | +12.3% | -3.2% | +3.8% |
| 3M | +28.2% | +11.8% | +16.4% | +22.0% |
| 6M | +119.5% | +17.5% | +102.1% | +103.5% |
| YTD | +55.2% | +14.3% | +40.9% | +45.0% |
| 1Y | +58.6% | +18.2% | +40.4% | +46.0% |
| 3Y | +21.3% | +33.2% | -11.9% | +1.6% |
| 5Y | +276.2% | +174.3% | +101.9% | +109.8% |
| All | +301.7% | +324.4% | -22.7% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling