+2,419.4%
ELV vs ACGL
+3,851.0%
-1,431.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.0% |
| 7D | +3.3% | -0.7% | +4.1% | +3.7% |
| 30D | +4.2% | -1.0% | +5.2% | +4.6% |
| 3M | -0.1% | +11.0% | -11.1% | -4.8% |
| 6M | +41.3% | -0.3% | +41.6% | +40.9% |
| YTD | +17.4% | +2.3% | +15.2% | +15.5% |
| 1Y | +35.1% | +6.4% | +28.7% | +30.3% |
| 3Y | -3.2% | +34.0% | -37.2% | -17.9% |
| 5Y | +15.6% | +161.6% | -146.0% | -29.9% |
| 10Y | +276.8% | +278.6% | -1.8% | +84.2% |
| All | +2,419.4% | +3,851.0% | -1,431.7% | +450.7% |
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