+249.6%
ALAB vs ELF
-37.4%
+287.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.8% | +11.0% | +12.8% |
| 7D | -5.6% | +7.8% | -13.4% | -7.5% |
| 30D | -36.6% | +9.3% | -45.9% | -38.2% |
| 3M | -35.1% | +21.2% | -56.3% | -38.9% |
| 6M | +8.5% | +96.1% | -87.6% | -13.3% |
| YTD | +30.4% | +57.0% | -26.6% | +8.6% |
| 1Y | +31.0% | +61.9% | -30.8% | +8.1% |
| All | +249.6% | -37.4% | +287.1% | +231.4% |
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