+286.6%
ELF vs ACM
+131.3%
+155.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | +3.4% | +5.1% | -1.7% | +0.6% |
| 30D | +5.0% | +18.7% | -13.7% | -4.3% |
| 3M | +22.6% | +15.5% | +7.1% | +12.7% |
| 6M | +104.0% | +1.2% | +102.8% | +98.4% |
| YTD | +49.3% | -25.2% | +74.5% | +69.3% |
| 1Y | +46.0% | -46.3% | +92.3% | +99.3% |
| 3Y | +19.4% | -9.6% | +28.9% | +21.7% |
| 5Y | +262.0% | +4.4% | +257.6% | +237.4% |
| All | +286.6% | +131.3% | +155.2% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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