+2,497.1%
ELV vs ACGL
+4,254.6%
-1,757.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.1% |
| 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% | +13.9% |
| 1Y | +34.2% | +20.7% | +13.5% | +22.5% |
| 3Y | -2.9% | +34.3% | -37.2% | -17.5% |
| 5Y | +4.6% | +170.6% | -166.0% | -37.4% |
| 10Y | +272.8% | +330.6% | -57.8% | +72.0% |
| All | +2,497.1% | +4,254.6% | -1,757.5% | +442.9% |
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