+527.2%
ELV vs ACM
+230.8%
+296.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +3.3% | -3.7% | +7.1% | +4.4% |
| 30D | +4.2% | -11.1% | +15.3% | +7.2% |
| 3M | -0.1% | -8.0% | +7.9% | +1.5% |
| 6M | +41.3% | -29.7% | +70.9% | +54.5% |
| YTD | +17.4% | -29.4% | +46.8% | +27.5% |
| 1Y | +35.1% | -46.4% | +81.5% | +58.9% |
| 3Y | -3.2% | -22.3% | +19.1% | -0.1% |
| 5Y | +15.6% | +4.5% | +11.1% | +7.5% |
| 10Y | +276.8% | +127.6% | +149.1% | +164.0% |
| All | +527.2% | +230.8% | +296.4% | +256.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling