+207.4%
ALAB vs ELF
-39.1%
+246.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.7% | +0.5% | +4.4% |
| 7D | -26.3% | +4.0% | -30.3% | -27.0% |
| 30D | -50.1% | +10.6% | -60.7% | -51.6% |
| 3M | -42.5% | +25.8% | -68.3% | -46.5% |
| 6M | -10.8% | +89.1% | -99.9% | -28.0% |
| YTD | +14.6% | +52.7% | -38.1% | -3.7% |
| 1Y | +17.1% | +51.7% | -34.6% | -1.4% |
| All | +207.4% | -39.1% | +246.6% | +193.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling