-65.5%
AAL vs ELF
+357.0%
-422.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | +10.1% | +6.3% | +3.8% | +8.5% |
| 30D | +10.6% | +8.5% | +2.1% | +8.5% |
| 3M | -5.9% | +24.4% | -30.4% | -11.0% |
| 6M | +5.7% | +94.7% | -89.0% | -10.6% |
| YTD | -8.0% | +55.9% | -63.8% | -18.9% |
| 1Y | +6.0% | +48.4% | -42.4% | -5.7% |
| 3Y | +19.6% | +24.6% | -5.1% | -5.4% |
| 5Y | -34.6% | +285.0% | -319.6% | -65.3% |
| 10Y | -65.5% | +357.2% | -422.7% | -84.9% |
| All | -65.5% | +357.0% | -422.5% | -84.9% |
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 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