+559.8%
ELF vs ACI
+32.8%
+527.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.0% |
| 7D | +1.6% | +2.3% | -0.7% | +1.3% |
| 30D | +9.1% | +1.2% | +7.9% | +8.8% |
| 3M | +28.2% | +6.8% | +21.4% | +26.9% |
| 6M | +119.5% | -18.7% | +138.3% | +122.8% |
| YTD | +55.2% | -20.2% | +75.4% | +57.6% |
| 1Y | +58.6% | -23.7% | +82.3% | +62.0% |
| 3Y | +21.3% | -31.6% | +52.9% | +24.4% |
| 5Y | +276.2% | -42.8% | +319.0% | +289.7% |
| All | +559.8% | +32.8% | +527.0% | +512.9% |
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 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