+8.6%
ALB vs ELF
-3.2%
+11.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.9% | +3.4% | +5.2% |
| 7D | -2.1% | -1.5% | -0.5% | -1.9% |
| 30D | -9.0% | +9.5% | -18.5% | -9.6% |
| 3M | -21.1% | +29.4% | -50.5% | -22.6% |
| 6M | -49.9% | +83.7% | -133.6% | -52.0% |
| YTD | -32.3% | +49.4% | -81.7% | -34.1% |
| 1Y | +8.6% | -3.9% | +12.5% | +8.7% |
| All | +8.6% | -3.2% | +11.8% | +8.7% |
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