+273.0%
ELF vs ACM
+1.1%
+271.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.4% | +3.6% |
| 7D | +1.6% | +5.6% | -4.0% | -1.4% |
| 30D | +9.1% | +20.8% | -11.7% | -1.5% |
| 3M | +28.2% | +11.4% | +16.8% | +20.2% |
| 6M | +119.5% | +0.9% | +118.6% | +114.1% |
| YTD | +55.2% | -24.8% | +80.0% | +78.1% |
| 1Y | +58.6% | -46.4% | +105.0% | +128.6% |
| 3Y | +21.3% | -9.2% | +30.5% | +21.6% |
| All | +273.0% | +1.1% | +271.9% | +242.0% |
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 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