+365.7%
ALAB vs ELF
-45.3%
+411.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.9% | -2.1% | -5.4% |
| 7D | +3.2% | -1.2% | +4.4% | +3.7% |
| 30D | -13.6% | +5.9% | -19.5% | -15.2% |
| 3M | -16.6% | +99.5% | -116.1% | -33.4% |
| 6M | +142.3% | +26.5% | +115.8% | +120.9% |
| YTD | +73.6% | +37.2% | +36.5% | +50.7% |
| 1Y | +33.7% | -24.4% | +58.1% | +40.2% |
| All | +365.7% | -45.3% | +411.0% | +360.0% |
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 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