+8.0%
ELF vs ACM
-12.3%
+20.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.2% | -2.3% |
| 7D | -2.7% | +5.1% | -7.8% | -5.0% |
| 30D | +6.9% | +11.5% | -4.6% | +1.3% |
| 3M | +27.2% | -10.5% | +37.6% | +33.4% |
| 6M | +84.9% | -20.4% | +105.2% | +106.2% |
| YTD | +44.5% | -28.9% | +73.3% | +70.2% |
| 1Y | -6.8% | -48.7% | +41.9% | +40.3% |
| All | +8.0% | -12.3% | +20.4% | +3.5% |
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