+44.4%
ALAB vs ELF
+45.6%
-1.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.5% |
| 7D | +26.9% | +3.4% | +23.6% | +26.2% |
| 30D | -30.0% | +5.0% | -35.0% | -30.4% |
| 3M | -28.5% | +22.6% | -51.1% | -30.6% |
| 6M | +11.4% | +104.0% | -92.5% | +0.8% |
| YTD | +36.9% | +49.3% | -12.4% | +20.3% |
| 1Y | +44.4% | +46.0% | -1.7% | +28.6% |
| All | +44.4% | +45.6% | -1.2% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling