+40.8%
ALB vs ELF
+354.8%
-314.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.7% |
| 7D | +9.5% | +7.8% | +1.6% | +7.8% |
| 30D | -2.1% | +9.3% | -11.4% | -3.9% |
| 3M | -24.1% | +21.2% | -45.3% | -27.2% |
| 6M | -51.0% | +96.1% | -147.1% | -57.5% |
| YTD | -29.3% | +57.0% | -86.3% | -36.8% |
| 1Y | +3.2% | +61.9% | -58.7% | -8.6% |
| 3Y | -9.3% | +20.0% | -29.3% | -22.0% |
| 5Y | -61.6% | +284.8% | -346.4% | -75.1% |
| 10Y | +40.8% | +364.2% | -323.4% | -20.3% |
| All | +40.8% | +354.8% | -314.1% | -20.3% |
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