+88.5%
AA vs ELF
+397.3%
-308.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.8% | +3.0% | +5.2% |
| 7D | +4.8% | +7.8% | -3.0% | +3.4% |
| 30D | -0.6% | +9.3% | -9.9% | -2.4% |
| 3M | -16.3% | +21.2% | -37.4% | -19.6% |
| 6M | -33.4% | +96.1% | -129.5% | -42.6% |
| YTD | -20.7% | +57.0% | -77.6% | -29.7% |
| 1Y | +12.9% | +61.9% | -48.9% | -0.5% |
| 3Y | +75.7% | +20.0% | +55.7% | +43.0% |
| 5Y | -6.8% | +284.8% | -291.6% | -49.2% |
| 10Y | +53.6% | +364.2% | -310.6% | -30.4% |
| All | +88.5% | +397.3% | -308.8% | -14.7% |
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 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