+33.0%
ALB vs ELF
+357.0%
-324.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.1% |
| 7D | +5.3% | +6.3% | -1.0% | +4.0% |
| 30D | -6.3% | +8.5% | -14.8% | -7.8% |
| 3M | -27.4% | +24.4% | -51.8% | -30.7% |
| 6M | -53.1% | +94.7% | -147.8% | -59.3% |
| YTD | -32.3% | +55.9% | -88.2% | -39.4% |
| 1Y | -7.3% | +48.4% | -55.7% | -16.4% |
| 3Y | -14.9% | +24.6% | -39.6% | -27.3% |
| 5Y | -62.0% | +285.0% | -347.0% | -75.3% |
| 10Y | +33.0% | +357.2% | -324.2% | -24.7% |
| All | +33.0% | +357.0% | -324.0% | -24.7% |
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 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