+514.4%
ELF vs ACI
+34.5%
+479.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -2.9% |
| 7D | -2.7% | +3.5% | -6.3% | -3.2% |
| 30D | +6.9% | +16.8% | -9.9% | +4.8% |
| 3M | +27.2% | +13.1% | +14.1% | +25.2% |
| 6M | +84.9% | -15.6% | +100.5% | +86.9% |
| YTD | +44.5% | -19.2% | +63.7% | +46.6% |
| 1Y | -6.8% | -20.7% | +13.9% | -5.2% |
| 3Y | +14.2% | -33.4% | +47.6% | +17.7% |
| 5Y | +250.6% | -41.7% | +292.3% | +262.6% |
| All | +514.4% | +34.5% | +479.9% | +470.2% |
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 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