+282.7%
AG vs ELF
-27.2%
+309.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.1% | +6.1% | +2.4% |
| 7D | -0.1% | -6.8% | +6.7% | +0.5% |
| 30D | +12.5% | +5.1% | +7.4% | +12.0% |
| 3M | +28.2% | +79.8% | -51.6% | +22.6% |
| 6M | -18.8% | +29.7% | -48.6% | -20.8% |
| YTD | +27.4% | +31.6% | -4.2% | +24.2% |
| 1Y | +132.2% | -27.9% | +160.1% | +131.7% |
| All | +282.7% | -27.2% | +309.9% | +236.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling