+63.3%
AIG vs ELF
+303.8%
-240.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | -1.2% | -11.6% | +10.5% | +0.7% |
| 30D | -1.1% | +4.6% | -5.7% | -1.9% |
| 3M | +0.7% | +59.7% | -59.0% | -7.1% |
| 6M | -2.2% | +21.2% | -23.4% | -6.3% |
| YTD | -10.8% | +27.4% | -38.3% | -16.0% |
| 1Y | -2.0% | -29.8% | +27.8% | 0.0% |
| 3Y | +34.8% | -28.5% | +63.3% | +25.2% |
| 5Y | +55.0% | +220.0% | -165.0% | -6.0% |
| All | +63.3% | +303.8% | -240.5% | -20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling