+255.0%
ELF vs ACM
+5.0%
+250.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | +5.4% | -3.7% | +9.1% | +7.5% |
| 30D | +27.0% | -11.1% | +38.1% | +34.4% |
| 3M | +113.2% | -8.0% | +121.2% | +120.2% |
| 6M | +36.6% | -29.7% | +66.2% | +64.6% |
| YTD | +44.2% | -29.4% | +73.6% | +71.1% |
| 1Y | -18.0% | -46.4% | +28.4% | +16.6% |
| 3Y | -19.9% | -22.3% | +2.4% | -11.5% |
| All | +255.0% | +5.0% | +250.1% | +226.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling