-14.1%
ALB vs ELF
+24.2%
-38.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -2.1% |
| 7D | -5.8% | +1.6% | -7.3% | -6.1% |
| 30D | -4.5% | +9.1% | -13.6% | -6.2% |
| 3M | -28.1% | +28.2% | -56.2% | -31.7% |
| 6M | -53.2% | +119.5% | -172.7% | -60.2% |
| YTD | -33.3% | +55.2% | -88.5% | -40.2% |
| 1Y | -17.4% | +58.6% | -76.0% | -26.5% |
| 3Y | -14.1% | +21.3% | -35.4% | -43.1% |
| All | -14.1% | +24.2% | -38.4% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling