+33.4%
AG vs ELF
-3.2%
+36.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.9% | +7.2% | +8.8% |
| 7D | -2.6% | -1.5% | -1.1% | -2.3% |
| 30D | -12.1% | +9.5% | -21.6% | -13.3% |
| 3M | -6.6% | +29.4% | -36.0% | -9.9% |
| 6M | -20.5% | +83.7% | -104.2% | -26.3% |
| YTD | -7.4% | +49.4% | -56.9% | -11.8% |
| 1Y | +33.4% | -3.9% | +37.3% | +30.0% |
| All | +33.4% | -3.2% | +36.6% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling