-19.5%
ELF vs ACWI
+76.1%
-95.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.2% |
| 7D | +5.4% | +0.5% | +4.9% | +4.5% |
| 30D | +27.0% | +0.9% | +26.1% | +25.3% |
| 3M | +113.2% | +2.4% | +110.8% | +105.3% |
| 6M | +36.6% | +12.4% | +24.2% | +11.9% |
| YTD | +44.2% | +15.2% | +29.1% | +13.4% |
| 1Y | -18.0% | +22.7% | -40.7% | -41.2% |
| All | -19.5% | +76.1% | -95.6% | -68.7% |
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