-2.0%
ELV vs ACM
-9.6%
+7.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.5% | +5.1% | -5.6% | -0.9% |
| 30D | +1.1% | +18.7% | -17.6% | -0.3% |
| 3M | +8.2% | +15.5% | -7.3% | +6.8% |
| 6M | +10.2% | +1.2% | +9.0% | +10.0% |
| YTD | +24.4% | -25.2% | +49.7% | +28.1% |
| 1Y | +33.8% | -46.3% | +80.1% | +46.4% |
| All | -2.0% | -9.6% | +7.6% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling