-19.5%
ELF vs ACGL
+34.2%
-53.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.1% |
| 7D | +5.4% | -0.7% | +6.1% | +5.4% |
| 30D | +27.0% | -1.0% | +28.0% | +27.0% |
| 3M | +113.2% | +11.0% | +102.2% | +112.4% |
| 6M | +36.6% | -0.3% | +36.9% | +36.5% |
| YTD | +44.2% | +2.3% | +42.0% | +44.1% |
| 1Y | -18.0% | +6.4% | -24.4% | -18.1% |
| All | -19.5% | +34.2% | -53.8% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling