-2.1%
ELV vs ACI
-31.8%
+29.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.2% |
| 7D | -1.1% | -5.3% | +4.2% | -0.3% |
| 30D | +1.8% | +5.0% | -3.3% | +1.0% |
| 3M | +10.5% | +7.5% | +3.0% | +9.3% |
| 6M | +13.5% | -16.0% | +29.5% | +16.0% |
| YTD | +24.3% | -20.6% | +45.0% | +28.0% |
| 1Y | +38.9% | -23.5% | +62.5% | +43.9% |
| All | -2.1% | -31.8% | +29.7% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling