+33.7%
ALAB vs ELF
-23.1%
+56.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.9% | -2.1% | -5.7% |
| 7D | +3.2% | -1.2% | +4.4% | +3.6% |
| 30D | -13.6% | +5.9% | -19.5% | -14.7% |
| 3M | -16.6% | +99.5% | -116.1% | -29.9% |
| 6M | +142.3% | +26.5% | +115.8% | +127.7% |
| YTD | +73.6% | +37.2% | +36.5% | +54.6% |
| 1Y | +33.7% | -24.4% | +58.1% | +48.4% |
| All | +33.7% | -23.1% | +56.8% | +48.4% |
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 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