+14.2%
ELF vs ACM
-12.3%
+26.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +4.0% | +5.4% | -1.4% | +1.4% |
| 30D | +10.6% | +15.1% | -4.5% | +3.3% |
| 3M | +25.8% | -10.5% | +36.3% | +32.0% |
| 6M | +89.1% | -19.7% | +108.8% | +109.8% |
| YTD | +52.7% | -28.8% | +81.6% | +79.9% |
| 1Y | +51.7% | -47.9% | +99.6% | +123.8% |
| 3Y | +14.2% | -12.4% | +26.6% | +9.4% |
| All | +14.2% | -12.3% | +26.5% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling