+114.1%
AG vs ELF
-31.2%
+145.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.3% | -0.5% | -4.2% |
| 7D | -5.8% | -10.8% | +5.0% | -4.1% |
| 30D | +6.4% | +0.8% | +5.6% | +6.2% |
| 3M | +28.4% | +64.8% | -36.4% | +19.9% |
| 6M | -24.5% | +19.0% | -43.4% | -26.2% |
| YTD | +21.2% | +25.9% | -4.7% | +17.4% |
| 1Y | +114.1% | -28.8% | +142.9% | +119.5% |
| All | +114.1% | -31.2% | +145.3% | +119.5% |
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