+14.5%
ELV vs ACI
-43.7%
+58.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.9% |
| 7D | -2.2% | -5.0% | +2.8% | -1.5% |
| 30D | -0.2% | -2.3% | +2.1% | +0.1% |
| 3M | -6.1% | -23.2% | +17.1% | -3.1% |
| 6M | +42.8% | -29.5% | +72.3% | +48.9% |
| YTD | +14.4% | -28.6% | +43.0% | +19.0% |
| 1Y | +28.6% | -34.0% | +62.6% | +35.1% |
| 3Y | -7.4% | -45.0% | +37.6% | -0.7% |
| 5Y | +14.5% | -44.0% | +58.5% | +20.1% |
| All | +14.5% | -43.7% | +58.2% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling