+272.8%
ELV vs ACGL
+332.3%
-59.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.1% |
| 7D | +1.1% | -1.1% | +2.2% | +1.6% |
| 30D | +1.3% | +13.1% | -11.8% | -4.2% |
| 3M | +6.6% | +9.8% | -3.2% | +2.1% |
| 6M | +11.6% | +15.3% | -3.7% | +4.3% |
| YTD | +21.1% | +12.7% | +8.3% | +13.8% |
| 1Y | +34.2% | +20.7% | +13.5% | +22.4% |
| 3Y | -2.9% | +34.3% | -37.2% | -17.8% |
| 5Y | +4.6% | +170.6% | -166.0% | -39.3% |
| 10Y | +272.8% | +330.6% | -57.8% | +61.2% |
| All | +272.8% | +332.3% | -59.5% | +61.2% |
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