+549.6%
ELF vs ACI
+29.9%
+519.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.4% | +9.1% | +6.1% |
| 7D | +4.0% | -2.2% | +6.2% | +4.2% |
| 30D | +10.6% | +10.3% | +0.3% | +9.2% |
| 3M | +25.8% | +7.2% | +18.6% | +24.6% |
| 6M | +89.1% | -18.0% | +107.1% | +91.6% |
| YTD | +52.7% | -22.0% | +74.7% | +55.5% |
| 1Y | +51.7% | -23.4% | +75.1% | +54.8% |
| 3Y | +14.2% | -35.8% | +50.0% | +18.1% |
| 5Y | +270.7% | -43.7% | +314.4% | +284.7% |
| All | +549.6% | +29.9% | +519.7% | +505.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling