+286.6%
ELF vs ACWI
+225.4%
+61.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.5% |
| 7D | +3.4% | +2.7% | +0.7% | +0.1% |
| 30D | +5.0% | -2.6% | +7.6% | +8.2% |
| 3M | +22.6% | -3.2% | +25.7% | +27.3% |
| 6M | +104.0% | +1.9% | +102.1% | +98.9% |
| YTD | +49.3% | +11.3% | +38.0% | +30.9% |
| 1Y | +46.0% | +11.7% | +34.4% | +27.7% |
| 3Y | +19.4% | +74.4% | -55.0% | -35.1% |
| 5Y | +262.0% | +59.5% | +202.5% | +119.7% |
| All | +286.6% | +225.4% | +61.2% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling