+35.6%
ELV vs ACI
-32.3%
+67.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.1% |
| 7D | +3.2% | -3.7% | +6.9% | +3.8% |
| 30D | +5.4% | +0.6% | +4.8% | +5.3% |
| 3M | +5.4% | -20.3% | +25.7% | +9.0% |
| 6M | +45.7% | -24.7% | +70.4% | +52.1% |
| YTD | +21.2% | -27.2% | +48.4% | +27.2% |
| 1Y | +35.6% | -32.7% | +68.3% | +51.5% |
| All | +35.6% | -32.3% | +67.9% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling