+73.5%
ELV vs ACI
+25.9%
+47.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | +3.3% | +0.2% | +3.2% | +3.3% |
| 30D | +4.2% | +5.9% | -1.8% | +3.6% |
| 3M | -0.1% | -19.8% | +19.7% | +1.8% |
| 6M | +41.3% | -24.7% | +66.0% | +44.7% |
| YTD | +17.4% | -24.4% | +41.8% | +20.2% |
| 1Y | +35.1% | -31.5% | +66.6% | +39.4% |
| 3Y | -3.2% | -38.7% | +35.4% | +0.6% |
| 5Y | +15.6% | -42.8% | +58.4% | +19.3% |
| All | +73.5% | +25.9% | +47.6% | +79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling