-19.5%
ELF vs ACI
-38.5%
+19.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | +5.4% | +0.2% | +5.2% | +5.3% |
| 30D | +27.0% | +5.9% | +21.1% | +26.3% |
| 3M | +113.2% | -19.8% | +133.0% | +115.0% |
| 6M | +36.6% | -24.7% | +61.3% | +38.4% |
| YTD | +44.2% | -24.4% | +68.6% | +46.1% |
| 1Y | -18.0% | -31.5% | +13.5% | -15.8% |
| All | -19.5% | -38.5% | +19.0% | -21.0% |
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