+13.7%
AGG vs ELF
+303.8%
-290.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.1% |
| 7D | -1.1% | -11.6% | +10.6% | -1.0% |
| 30D | -1.1% | +4.6% | -5.8% | -1.2% |
| 3M | -1.9% | +59.7% | -61.6% | -2.3% |
| 6M | -1.7% | +21.2% | -22.9% | -1.9% |
| YTD | -1.3% | +27.4% | -28.7% | -1.6% |
| 1Y | -0.7% | -29.8% | +29.1% | -0.7% |
| 3Y | +12.5% | -28.5% | +40.9% | +12.2% |
| 5Y | -2.5% | +220.0% | -222.5% | -4.1% |
| All | +13.7% | +303.8% | -290.1% | +10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling