-1.5%
ELV vs ACGL
+31.5%
-33.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.5% |
| 7D | +1.3% | +0.9% | +0.5% | +1.0% |
| 30D | +5.3% | +13.7% | -8.5% | +1.0% |
| 3M | +9.2% | +8.0% | +1.2% | +6.5% |
| 6M | +14.5% | +13.3% | +1.3% | +10.0% |
| YTD | +23.2% | +11.8% | +11.4% | +18.4% |
| 1Y | +38.0% | +22.2% | +15.8% | +28.8% |
| 3Y | -1.5% | +32.5% | -34.0% | -10.1% |
| All | -1.5% | +31.5% | -33.0% | -10.1% |
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