+8.0%
ELF vs ACWI
+70.4%
-62.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.8% | +0.5% | +2.5% |
| 7D | -2.7% | -4.0% | +1.3% | +3.5% |
| 30D | +6.9% | -5.8% | +12.7% | +17.0% |
| 3M | +27.2% | -5.0% | +32.2% | +37.4% |
| 6M | +84.9% | +0.7% | +84.2% | +80.7% |
| YTD | +44.5% | +8.4% | +36.0% | +24.5% |
| 1Y | -6.8% | +10.1% | -16.9% | -21.0% |
| All | +8.0% | +70.4% | -62.4% | -53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling