-3.9%
ELF vs ACI
-18.4%
+14.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.7% |
| 7D | -1.5% | +4.5% | -6.0% | -1.9% |
| 30D | +9.5% | +20.9% | -11.3% | +7.8% |
| 3M | +29.4% | +15.2% | +14.1% | +27.7% |
| 6M | +83.7% | -13.3% | +97.0% | +78.2% |
| YTD | +49.4% | -16.2% | +65.6% | +45.9% |
| 1Y | -3.9% | -16.9% | +12.9% | -6.9% |
| All | -3.9% | -18.4% | +14.5% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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