+2,542.8%
ELV vs ACGL
+4,220.8%
-1,677.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.2% |
| 7D | +1.3% | +0.9% | +0.5% | +0.9% |
| 30D | +5.3% | +13.7% | -8.5% | -0.7% |
| 3M | +9.2% | +8.0% | +1.2% | +5.4% |
| 6M | +14.5% | +13.3% | +1.3% | +8.0% |
| YTD | +23.2% | +11.8% | +11.4% | +16.3% |
| 1Y | +38.0% | +22.2% | +15.8% | +25.2% |
| 3Y | -1.5% | +32.5% | -34.0% | -15.8% |
| 5Y | +8.5% | +160.2% | -151.7% | -33.9% |
| 10Y | +309.5% | +338.5% | -29.0% | +87.5% |
| All | +2,542.8% | +4,220.8% | -1,677.9% | +454.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling