-31.4%
AAL vs ELF
+257.0%
-288.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.8% |
| 7D | -3.7% | +5.4% | -9.1% | -4.8% |
| 30D | -20.8% | +27.0% | -47.8% | -25.0% |
| 3M | -1.3% | +113.2% | -114.5% | -16.5% |
| 6M | +5.4% | +36.6% | -31.2% | -2.8% |
| YTD | -14.4% | +44.2% | -58.6% | -22.2% |
| 1Y | +2.1% | -18.0% | +20.1% | +1.5% |
| 3Y | -10.6% | -19.9% | +9.4% | -22.4% |
| All | -31.4% | +257.0% | -288.4% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling