+61.0%
AA vs ELF
-17.5%
+78.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.1% |
| 7D | -0.7% | +5.4% | -6.0% | -0.8% |
| 30D | +5.0% | +27.0% | -22.0% | +4.6% |
| 3M | -35.8% | +113.2% | -149.0% | -36.7% |
| 6M | -18.4% | +36.6% | -55.0% | -17.7% |
| YTD | -5.5% | +44.2% | -49.7% | -5.7% |
| 1Y | +61.0% | -18.0% | +78.9% | +67.1% |
| All | +61.0% | -17.5% | +78.5% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling