+3.7%
AIG vs ELF
-3.2%
+7.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.4% |
| 7D | +2.3% | -1.5% | +3.8% | +2.3% |
| 30D | +8.8% | +9.5% | -0.8% | +8.6% |
| 3M | +3.7% | +29.4% | -25.7% | +3.2% |
| 6M | +6.8% | +83.7% | -77.0% | +5.7% |
| YTD | -2.6% | +49.4% | -52.1% | -3.1% |
| 1Y | +3.7% | -3.9% | +7.7% | +3.5% |
| All | +3.7% | -3.2% | +7.0% | +3.5% |
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 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