+53.1%
AIG vs ELF
+217.5%
-164.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.3% |
| 7D | -1.2% | -11.6% | +10.5% | -0.2% |
| 30D | -1.1% | +4.6% | -5.7% | -1.5% |
| 3M | +0.7% | +59.7% | -59.0% | -3.2% |
| 6M | -2.2% | +21.2% | -23.4% | -4.1% |
| YTD | -10.8% | +27.4% | -38.3% | -13.3% |
| 1Y | -2.0% | -29.8% | +27.8% | -0.6% |
| 3Y | +34.8% | -28.5% | +63.3% | +28.7% |
| All | +53.1% | +217.5% | -164.4% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling