+78.2%
AA vs ELF
+383.9%
-305.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.8% | +1.8% |
| 7D | +0.9% | +4.0% | -3.1% | +0.2% |
| 30D | -6.7% | +10.6% | -17.3% | -8.5% |
| 3M | -16.3% | +25.8% | -42.2% | -20.3% |
| 6M | -37.1% | +89.1% | -126.2% | -45.4% |
| YTD | -25.0% | +52.7% | -77.7% | -33.2% |
| 1Y | +8.6% | +51.7% | -43.2% | -3.2% |
| 3Y | +57.2% | +14.2% | +43.0% | +29.3% |
| 5Y | -13.0% | +270.7% | -283.7% | -52.2% |
| 10Y | +65.5% | +341.9% | -276.4% | -24.6% |
| All | +78.2% | +383.9% | -305.7% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling