+1,091.8%
ELV vs ACWI
+356.8%
+735.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | +3.3% | +0.5% | +2.8% | +2.9% |
| 30D | +4.2% | +0.9% | +3.3% | +3.4% |
| 3M | -0.1% | +2.4% | -2.5% | -2.3% |
| 6M | +41.3% | +12.4% | +28.9% | +27.7% |
| YTD | +17.4% | +15.2% | +2.3% | +4.0% |
| 1Y | +35.1% | +22.7% | +12.4% | +13.6% |
| 3Y | -3.2% | +75.8% | -79.0% | -40.7% |
| 5Y | +15.6% | +67.7% | -52.1% | -27.4% |
| 10Y | +276.8% | +229.0% | +47.8% | +37.0% |
| All | +1,091.8% | +356.8% | +735.0% | +220.8% |
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