+567.5%
ELF vs ACI
+31.1%
+536.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.8% | +2.7% |
| 7D | +7.8% | -5.9% | +13.7% | +8.6% |
| 30D | +9.3% | +7.2% | +2.0% | +8.3% |
| 3M | +21.2% | +8.8% | +12.4% | +19.8% |
| 6M | +96.1% | -17.2% | +113.3% | +98.6% |
| YTD | +57.0% | -21.3% | +78.2% | +59.7% |
| 1Y | +61.9% | -23.7% | +85.6% | +65.3% |
| 3Y | +20.0% | -32.8% | +52.9% | +23.4% |
| 5Y | +284.8% | -41.4% | +326.1% | +297.4% |
| All | +567.5% | +31.1% | +536.4% | +521.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling