+124.6%
AA vs ELF
+357.0%
-232.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.5% |
| 7D | -0.7% | +5.4% | -6.0% | -1.8% |
| 30D | +5.0% | +27.0% | -22.0% | +0.1% |
| 3M | -35.8% | +113.2% | -149.0% | -45.2% |
| 6M | -18.4% | +36.6% | -55.0% | -24.7% |
| YTD | -5.5% | +44.2% | -49.7% | -14.6% |
| 1Y | +61.0% | -18.0% | +78.9% | +59.9% |
| 3Y | +66.2% | -19.9% | +86.1% | +48.9% |
| 5Y | +11.4% | +257.7% | -246.3% | -38.4% |
| All | +124.6% | +357.0% | -232.3% | +3.6% |
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