+45.0%
AA vs ELF
+357.0%
-312.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.3% |
| 7D | +1.2% | +6.3% | -5.0% | +0.1% |
| 30D | -5.0% | +8.5% | -13.5% | -6.5% |
| 3M | -22.2% | +24.4% | -46.6% | -25.7% |
| 6M | -36.3% | +94.7% | -131.1% | -45.0% |
| YTD | -24.2% | +55.9% | -80.0% | -32.7% |
| 1Y | +3.9% | +48.4% | -44.5% | -6.9% |
| 3Y | +67.6% | +24.6% | +42.9% | +34.8% |
| 5Y | -8.8% | +285.0% | -293.9% | -50.5% |
| 10Y | +45.0% | +357.2% | -312.3% | -35.0% |
| All | +45.0% | +357.0% | -312.1% | -35.0% |
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