+357.2%
ELF vs ACM
+133.7%
+223.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +6.3% | +6.6% | -0.3% | +2.7% |
| 30D | +8.5% | +19.8% | -11.3% | -1.6% |
| 3M | +24.4% | -3.1% | +27.6% | +25.1% |
| 6M | +94.7% | -11.5% | +106.2% | +103.0% |
| YTD | +55.9% | -24.7% | +80.5% | +76.0% |
| 1Y | +48.4% | -45.1% | +93.5% | +99.9% |
| 3Y | +24.6% | -8.9% | +33.5% | +26.5% |
| 5Y | +285.0% | +5.4% | +279.6% | +256.9% |
| 10Y | +357.2% | +131.1% | +226.1% | +156.8% |
| All | +357.2% | +133.7% | +223.5% | +156.8% |
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