+341.4%
ELF vs ACGL
+337.7%
+3.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.0% | +8.7% | +6.9% |
| 7D | +4.0% | +0.9% | +3.1% | +3.5% |
| 30D | +10.6% | +13.7% | -3.2% | +4.6% |
| 3M | +25.8% | +8.0% | +17.8% | +21.4% |
| 6M | +89.1% | +13.3% | +75.8% | +77.9% |
| YTD | +52.7% | +11.8% | +40.9% | +44.0% |
| 1Y | +51.7% | +22.2% | +29.5% | +37.4% |
| 3Y | +14.2% | +32.5% | -18.3% | -4.4% |
| 5Y | +270.7% | +160.2% | +110.5% | +111.8% |
| All | +341.4% | +337.7% | +3.7% | +84.9% |
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