+72.8%
AG vs ELF
+230.6%
-157.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.1% | +6.1% | +2.5% |
| 7D | -0.1% | -6.8% | +6.7% | +0.6% |
| 30D | +12.5% | +5.1% | +7.4% | +11.9% |
| 3M | +28.2% | +79.8% | -51.6% | +21.2% |
| 6M | -18.8% | +29.7% | -48.6% | -21.2% |
| YTD | +27.4% | +31.6% | -4.2% | +23.2% |
| 1Y | +132.2% | -27.9% | +160.1% | +133.5% |
| 3Y | +286.9% | -26.4% | +313.3% | +268.1% |
| 5Y | +72.8% | +235.6% | -162.8% | +12.3% |
| All | +72.8% | +230.6% | -157.9% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling