+259.8%
ELV vs ACGL
+263.8%
-4.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.1% | -0.3% |
| 7D | -0.3% | -2.9% | +2.7% | +1.1% |
| 30D | +2.0% | -2.8% | +4.8% | +3.3% |
| 3M | -3.5% | +6.8% | -10.3% | -6.4% |
| 6M | +40.2% | -1.5% | +41.7% | +40.6% |
| YTD | +15.8% | -0.2% | +16.1% | +15.2% |
| 1Y | +33.2% | +5.3% | +27.9% | +29.0% |
| 3Y | -6.2% | +30.3% | -36.5% | -19.9% |
| 5Y | +16.4% | +151.8% | -135.4% | -30.4% |
| 10Y | +259.8% | +266.9% | -7.1% | +72.0% |
| All | +259.8% | +263.8% | -4.0% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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