+77.9%
AG vs ELF
+357.0%
-279.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.2% |
| 7D | +1.0% | +5.4% | -4.3% | +0.5% |
| 30D | +19.2% | +27.0% | -7.8% | +16.4% |
| 3M | +6.2% | +113.2% | -107.0% | -1.3% |
| 6M | -26.7% | +36.6% | -63.3% | -29.3% |
| YTD | +26.1% | +44.2% | -18.1% | +20.9% |
| 1Y | +131.7% | -18.0% | +149.6% | +131.0% |
| 3Y | +255.3% | -19.9% | +275.3% | +240.6% |
| 5Y | +61.9% | +257.7% | -195.8% | +28.0% |
| All | +77.9% | +357.0% | -279.0% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling