+285.0%
ELF vs ACWI
+59.2%
+225.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.1% |
| 7D | +6.3% | -0.2% | +6.4% | +6.4% |
| 30D | +8.5% | -3.3% | +11.8% | +13.3% |
| 3M | +24.4% | -3.4% | +27.8% | +30.1% |
| 6M | +94.7% | +0.8% | +93.9% | +91.8% |
| YTD | +55.9% | +10.7% | +45.2% | +35.0% |
| 1Y | +48.4% | +11.6% | +36.8% | +27.3% |
| 3Y | +24.6% | +73.4% | -48.8% | -35.6% |
| 5Y | +285.0% | +60.2% | +224.8% | +132.6% |
| All | +285.0% | +59.2% | +225.9% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling