+12.4%
AA vs ELF
+259.0%
-246.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.4% |
| 7D | -0.7% | +5.4% | -6.0% | -1.3% |
| 30D | +5.0% | +27.0% | -22.0% | +2.0% |
| 3M | -35.8% | +113.2% | -149.0% | -41.6% |
| 6M | -18.4% | +36.6% | -55.0% | -22.0% |
| YTD | -5.5% | +44.2% | -49.7% | -10.9% |
| 1Y | +61.0% | -18.0% | +78.9% | +61.6% |
| 3Y | +66.2% | -19.9% | +86.1% | +51.8% |
| All | +12.4% | +259.0% | -246.5% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling