+11.9%
AG vs ELF
+53.2%
-41.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.9% | -6.3% | -3.5% |
| 7D | -10.0% | +1.6% | -11.5% | -10.3% |
| 30D | -10.5% | +9.1% | -19.6% | -12.3% |
| 3M | -27.3% | +28.2% | -55.4% | -31.3% |
| 6M | -43.0% | +119.5% | -162.5% | -51.8% |
| YTD | -17.9% | +55.2% | -73.1% | -27.1% |
| 1Y | +11.9% | +58.6% | -46.7% | -2.5% |
| All | +11.9% | +53.2% | -41.3% | -2.5% |
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