+400.4%
ALAB vs ELF
-42.5%
+442.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.1% | +7.6% | +9.1% |
| 7D | +7.2% | +5.4% | +1.9% | +5.6% |
| 30D | -2.5% | +27.0% | -29.5% | -9.7% |
| 3M | -13.3% | +113.2% | -126.5% | -32.1% |
| 6M | +172.8% | +36.6% | +136.3% | +142.6% |
| YTD | +86.6% | +44.2% | +42.4% | +59.4% |
| 1Y | +65.2% | -18.0% | +83.1% | +68.7% |
| All | +400.4% | -42.5% | +442.9% | +386.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling