-4.5%
AIG vs ELF
-17.5%
+13.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -0.9% | +5.4% | -6.3% | -1.0% |
| 30D | -4.9% | +27.0% | -31.9% | -5.2% |
| 3M | +4.5% | +113.2% | -108.7% | +3.2% |
| 6M | -1.4% | +36.6% | -38.0% | -1.5% |
| YTD | -9.8% | +44.2% | -54.0% | -10.1% |
| 1Y | -4.5% | -18.0% | +13.5% | -4.0% |
| All | -4.5% | -17.5% | +13.0% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling