+39.9%
ELV vs ACM
-46.6%
+86.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +4.9% |
| 7D | +4.8% | +9.5% | -4.8% | +4.6% |
| 30D | +10.1% | +14.7% | -4.7% | +9.8% |
| 3M | +15.4% | -9.5% | +24.9% | +15.8% |
| 6M | +17.7% | -18.0% | +35.8% | +19.3% |
| YTD | +25.7% | -27.3% | +52.9% | +27.0% |
| 1Y | +39.9% | -47.0% | +86.9% | +55.0% |
| All | +39.9% | -46.6% | +86.4% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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