+104.3%
AKAM vs ELF
+299.0%
-194.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +1.0% | -3.0% |
| 7D | +0.6% | -10.8% | +11.4% | +1.4% |
| 30D | -8.2% | +0.8% | -9.0% | -8.3% |
| 3M | -17.6% | +64.8% | -82.3% | -20.8% |
| 6M | +2.5% | +19.0% | -16.5% | +0.6% |
| YTD | +22.8% | +25.9% | -3.1% | +19.4% |
| 1Y | +39.6% | -28.8% | +68.4% | +41.3% |
| 3Y | +2.3% | -29.6% | +31.9% | -1.1% |
| 5Y | -4.3% | +216.2% | -220.5% | -22.5% |
| All | +104.3% | +299.0% | -194.7% | +53.3% |
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