+41.6%
AA vs ELF
+332.6%
-291.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -2.5% |
| 7D | +0.5% | +1.6% | -1.1% | +0.2% |
| 30D | -0.6% | +9.1% | -9.7% | -2.3% |
| 3M | -19.7% | +28.2% | -47.8% | -23.7% |
| 6M | -41.6% | +119.5% | -161.1% | -50.7% |
| YTD | -24.6% | +55.2% | -79.8% | -33.1% |
| 1Y | +4.9% | +58.6% | -53.7% | -7.3% |
| 3Y | +66.8% | +21.3% | +45.6% | +35.0% |
| 5Y | -19.4% | +276.2% | -295.6% | -56.1% |
| All | +41.6% | +332.6% | -291.1% | -34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling