+1,150.2%
ELV vs ACWI
+330.0%
+820.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.4% |
| 7D | +1.3% | -2.4% | +3.7% | +3.2% |
| 30D | +5.3% | -5.2% | +10.5% | +9.6% |
| 3M | +9.2% | -4.8% | +14.0% | +13.3% |
| 6M | +14.5% | -1.3% | +15.9% | +14.9% |
| YTD | +23.2% | +8.4% | +14.8% | +14.2% |
| 1Y | +38.0% | +11.0% | +27.0% | +25.5% |
| 3Y | -1.5% | +70.6% | -72.1% | -38.3% |
| 5Y | +8.5% | +55.3% | -46.8% | -27.8% |
| 10Y | +309.5% | +223.2% | +86.3% | +50.6% |
| All | +1,150.2% | +330.0% | +820.2% | +252.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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