-58.3%
AAL vs ELF
+397.3%
-455.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.8% | +4.7% | +6.8% |
| 7D | +8.3% | +7.8% | +0.4% | +6.4% |
| 30D | +11.0% | +9.3% | +1.7% | +8.7% |
| 3M | -11.2% | +21.2% | -32.3% | -15.3% |
| 6M | +6.1% | +96.1% | -90.0% | -10.3% |
| YTD | -7.6% | +57.0% | -64.6% | -18.6% |
| 1Y | +3.7% | +61.9% | -58.1% | -9.6% |
| 3Y | +20.5% | +20.0% | +0.5% | -3.2% |
| 5Y | -36.4% | +284.8% | -321.1% | -65.9% |
| 10Y | -65.4% | +364.2% | -429.7% | -84.8% |
| All | -58.3% | +397.3% | -455.6% | -81.7% |
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