+364.2%
ELF vs ACWI
+226.8%
+137.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | -0.4% |
| 7D | +7.8% | +0.3% | +7.5% | +7.4% |
| 30D | +9.3% | -2.8% | +12.1% | +13.0% |
| 3M | +21.2% | -3.2% | +24.3% | +25.8% |
| 6M | +96.1% | +1.3% | +94.8% | +92.6% |
| YTD | +57.0% | +11.2% | +45.7% | +37.8% |
| 1Y | +61.9% | +13.8% | +48.1% | +38.6% |
| 3Y | +20.0% | +76.2% | -56.2% | -35.4% |
| 5Y | +284.8% | +59.5% | +225.3% | +133.8% |
| 10Y | +364.2% | +222.2% | +142.0% | +70.5% |
| All | +364.2% | +226.8% | +137.4% | +70.5% |
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