-2.4%
AGG vs ELF
+217.8%
-220.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.7% | -0.6% |
| 7D | -0.9% | -10.8% | +9.9% | -0.8% |
| 30D | -1.0% | +0.8% | -1.8% | -1.0% |
| 3M | -1.3% | +64.8% | -66.1% | -1.8% |
| 6M | -2.1% | +19.0% | -21.1% | -2.3% |
| YTD | -1.2% | +25.9% | -27.2% | -1.6% |
| 1Y | -0.5% | -28.8% | +28.3% | -0.4% |
| 3Y | +12.4% | -29.6% | +42.0% | +11.9% |
| 5Y | -2.4% | +216.2% | -218.7% | -7.2% |
| All | -2.4% | +217.8% | -220.2% | -7.2% |
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