+20.0%
ELF vs ACM
-7.9%
+27.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.2% | -2.4% | +0.3% |
| 7D | +7.8% | +6.9% | +0.9% | +4.5% |
| 30D | +9.3% | +19.1% | -9.8% | +0.5% |
| 3M | +21.2% | -6.9% | +28.1% | +24.8% |
| 6M | +96.1% | -12.0% | +108.1% | +107.0% |
| YTD | +57.0% | -25.1% | +82.1% | +80.5% |
| 1Y | +61.9% | -45.4% | +107.3% | +134.0% |
| 3Y | +20.0% | -6.9% | +26.9% | +11.8% |
| All | +20.0% | -7.9% | +27.9% | +11.8% |
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 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