+14.8%
AGG vs ELF
+334.6%
-319.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | -0.1% |
| 7D | +0.1% | -1.2% | +1.3% | +0.1% |
| 30D | -0.4% | +5.9% | -6.3% | -0.4% |
| 3M | -0.3% | +99.5% | -99.8% | -0.9% |
| 6M | -1.2% | +26.5% | -27.8% | -1.5% |
| YTD | -0.4% | +37.2% | -37.5% | -0.7% |
| 1Y | +0.4% | -24.4% | +24.8% | +0.4% |
| 3Y | +13.4% | -23.3% | +36.7% | +13.0% |
| 5Y | -1.4% | +245.2% | -246.6% | -3.2% |
| All | +14.8% | +334.6% | -319.8% | +11.5% |
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 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