+81.7%
ALB vs ELF
+334.6%
-253.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.9% | +7.5% | +3.5% |
| 7D | -4.4% | -1.2% | -3.2% | -4.3% |
| 30D | -1.2% | +5.9% | -7.1% | -2.5% |
| 3M | -13.3% | +99.5% | -112.8% | -24.8% |
| 6M | -19.8% | +26.5% | -46.3% | -24.7% |
| YTD | -7.9% | +37.2% | -45.1% | -15.4% |
| 1Y | +60.2% | -24.4% | +84.6% | +62.1% |
| 3Y | -26.4% | -23.3% | -3.1% | -31.2% |
| 5Y | -42.5% | +245.2% | -287.7% | -61.8% |
| All | +81.7% | +334.6% | -253.0% | +4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling