+256.0%
ELV vs ACM
+131.3%
+124.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -0.5% | +5.1% | -5.6% | -2.1% |
| 30D | +1.1% | +18.7% | -17.6% | -4.4% |
| 3M | +8.2% | +15.5% | -7.3% | +2.7% |
| 6M | +10.2% | +1.2% | +9.0% | +8.4% |
| YTD | +24.4% | -25.2% | +49.7% | +33.8% |
| 1Y | +33.8% | -46.3% | +80.1% | +61.9% |
| 3Y | -1.4% | -9.6% | +8.2% | -4.2% |
| 5Y | +5.8% | +4.4% | +1.4% | -4.8% |
| All | +256.0% | +131.3% | +124.7% | +127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling