+14.5%
ELV vs ACM
+2.7%
+11.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.6% |
| 7D | -2.2% | -3.7% | +1.5% | -1.5% |
| 30D | -0.2% | -12.7% | +12.5% | +2.3% |
| 3M | -6.1% | -9.8% | +3.7% | -4.6% |
| 6M | +42.8% | -31.4% | +74.2% | +54.4% |
| YTD | +14.4% | -32.1% | +46.5% | +23.1% |
| 1Y | +28.6% | -47.8% | +76.4% | +49.0% |
| 3Y | -7.4% | -22.1% | +14.7% | -7.5% |
| 5Y | +14.5% | +1.8% | +12.7% | +1.5% |
| All | +14.5% | +2.7% | +11.7% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling