-2.1%
ELV vs ACGL
+33.8%
-35.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.2% |
| 7D | +1.0% | +2.2% | -1.2% | +0.3% |
| 30D | +0.4% | +12.3% | -11.9% | -3.3% |
| 3M | +8.4% | +11.8% | -3.4% | +4.5% |
| 6M | +8.4% | +17.5% | -9.0% | +3.0% |
| YTD | +24.4% | +14.3% | +10.1% | +18.7% |
| 1Y | +33.5% | +18.2% | +15.3% | +26.0% |
| 3Y | -2.1% | +33.2% | -35.2% | -10.3% |
| All | -2.1% | +33.8% | -35.9% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling