+18.7%
AG vs ELF
+373.0%
-354.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.2% | -1.1% | -4.9% |
| 7D | -6.0% | +3.4% | -9.4% | -6.3% |
| 30D | -14.3% | +5.0% | -19.3% | -14.7% |
| 3M | -26.9% | +22.6% | -49.5% | -28.3% |
| 6M | -42.1% | +104.0% | -146.1% | -46.0% |
| YTD | -15.9% | +49.3% | -65.2% | -19.6% |
| 1Y | +11.5% | +46.0% | -34.5% | +6.7% |
| 3Y | +208.0% | +19.4% | +188.6% | +183.6% |
| 5Y | +2.4% | +262.0% | -259.6% | -19.1% |
| 10Y | +77.0% | +320.5% | -243.5% | +27.9% |
| All | +18.7% | +373.0% | -354.3% | -14.1% |
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