+21.8%
ELF vs ACI
-30.9%
+52.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.4% |
| 3M | +24.4% | +10.1% | +14.3% | +23.0% |
| 6M | +94.7% | -15.4% | +110.1% | +94.7% |
| YTD | +55.9% | -19.5% | +75.4% | +56.8% |
| 1Y | +48.4% | -21.0% | +69.4% | +49.7% |
| All | +21.8% | -30.9% | +52.7% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling