-1.8%
AGG vs ELF
+25.5%
-27.3%
-2.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.8% | -0.2% |
| 7D | -0.2% | -6.8% | +6.6% | 0.0% |
| 30D | -0.2% | +5.1% | -5.3% | -0.3% |
| 3M | -0.7% | +79.8% | -80.5% | -1.8% |
| 6M | -1.8% | +29.7% | -31.5% | -2.2% |
| All | -1.8% | +25.5% | -27.3% | -2.2% |
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 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