+48.4%
ELF vs ACM
-45.8%
+94.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +6.3% | +6.6% | -0.3% | +4.8% |
| 30D | +8.5% | +19.8% | -11.3% | +4.3% |
| 3M | +24.4% | -3.1% | +27.6% | +24.7% |
| 6M | +94.7% | -11.5% | +106.2% | +100.1% |
| YTD | +55.9% | -24.7% | +80.5% | +66.9% |
| 1Y | +48.4% | -45.1% | +93.5% | +77.0% |
| All | +48.4% | -45.8% | +94.2% | +77.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling