+562.8%
ELF vs ACI
+34.0%
+528.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.9% |
| 7D | +6.3% | -0.6% | +6.9% | +6.3% |
| 30D | +8.5% | +9.5% | -1.1% | +7.2% |
| 3M | +24.4% | +10.1% | +14.3% | +22.8% |
| 6M | +94.7% | -15.4% | +110.1% | +96.7% |
| YTD | +55.9% | -19.5% | +75.4% | +58.1% |
| 1Y | +48.4% | -21.0% | +69.4% | +50.9% |
| 3Y | +24.6% | -31.2% | +55.8% | +27.8% |
| 5Y | +285.0% | -40.6% | +325.6% | +297.1% |
| All | +562.8% | +34.0% | +528.9% | +515.2% |
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