+562.5%
ELF vs ACI
+32.1%
+530.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.1% |
| 7D | +4.3% | -5.3% | +9.6% | +4.9% |
| 30D | +7.7% | +5.0% | +2.7% | +7.0% |
| 3M | +24.7% | +7.5% | +17.2% | +23.4% |
| 6M | +114.6% | -16.0% | +130.7% | +116.9% |
| YTD | +55.8% | -20.6% | +76.4% | +58.3% |
| 1Y | +51.9% | -23.5% | +75.5% | +55.1% |
| 3Y | +24.6% | -32.1% | +56.7% | +27.9% |
| 5Y | +279.2% | -42.5% | +321.7% | +292.6% |
| All | +562.5% | +32.1% | +530.4% | +515.9% |
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