+66.0%
AG vs ELF
+303.8%
-237.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.0% |
| 7D | -6.7% | -11.6% | +4.9% | -5.6% |
| 30D | +2.2% | +4.6% | -2.5% | +1.7% |
| 3M | +15.7% | +59.7% | -44.0% | +10.6% |
| 6M | -23.8% | +21.2% | -45.0% | -25.6% |
| YTD | +17.6% | +27.4% | -9.8% | +14.1% |
| 1Y | +88.6% | -29.8% | +118.4% | +90.8% |
| 3Y | +253.4% | -28.5% | +281.9% | +242.5% |
| 5Y | +62.4% | +220.0% | -157.6% | +29.8% |
| All | +66.0% | +303.8% | -237.8% | +21.9% |
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