-9.2%
ALB vs ELF
+19.0%
-28.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | -0.2% |
| 7D | +9.1% | +4.0% | +5.1% | +8.2% |
| 30D | -3.4% | +10.6% | -14.0% | -5.3% |
| 3M | -20.6% | +25.8% | -46.4% | -24.3% |
| 6M | -48.2% | +89.1% | -137.2% | -54.7% |
| YTD | -29.2% | +52.7% | -82.0% | -36.3% |
| 1Y | +10.0% | +51.7% | -41.7% | -1.2% |
| All | -9.2% | +19.0% | -28.2% | -33.1% |
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