-42.1%
AG vs ELF
+106.0%
-148.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.2% | -1.1% | -3.7% |
| 7D | -6.0% | +3.4% | -9.4% | -7.0% |
| 30D | -14.3% | +5.0% | -19.3% | -15.5% |
| 3M | -26.9% | +22.6% | -49.5% | -31.2% |
| 6M | -42.1% | +104.0% | -146.1% | -50.5% |
| All | -42.1% | +106.0% | -148.1% | -50.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling