-62.0%
AAL vs ELF
+334.6%
-396.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | -0.5% |
| 7D | -0.3% | -1.2% | +0.9% | 0.0% |
| 30D | -19.0% | +5.9% | -24.9% | -20.2% |
| 3M | -5.1% | +99.5% | -104.6% | -19.7% |
| 6M | +15.5% | +26.5% | -11.1% | +7.7% |
| YTD | -15.8% | +37.2% | -53.0% | -23.4% |
| 1Y | -0.3% | -24.4% | +24.1% | +1.2% |
| 3Y | -7.7% | -23.3% | +15.7% | -16.8% |
| 5Y | -32.5% | +245.2% | -277.7% | -62.9% |
| All | -62.0% | +334.6% | -396.6% | -82.7% |
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 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