+341.4%
ELF vs ACWI
+219.0%
+122.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.8% | +5.8% |
| 7D | +4.0% | -2.4% | +6.3% | +7.0% |
| 30D | +10.6% | -5.2% | +15.8% | +17.8% |
| 3M | +25.8% | -4.8% | +30.6% | +33.5% |
| 6M | +89.1% | -1.3% | +90.4% | +91.4% |
| YTD | +52.7% | +8.4% | +44.3% | +38.3% |
| 1Y | +51.7% | +11.0% | +40.7% | +33.8% |
| 3Y | +14.2% | +70.6% | -56.3% | -36.1% |
| 5Y | +270.7% | +55.3% | +215.4% | +132.5% |
| All | +341.4% | +219.0% | +122.4% | +69.3% |
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