-61.6%
ALB vs ELF
+273.9%
-335.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | -0.3% |
| 7D | +9.1% | +4.0% | +5.1% | +8.1% |
| 30D | -3.4% | +10.6% | -14.0% | -5.5% |
| 3M | -20.6% | +25.8% | -46.4% | -24.7% |
| 6M | -48.2% | +89.1% | -137.2% | -55.4% |
| YTD | -29.2% | +52.7% | -82.0% | -37.1% |
| 1Y | +10.0% | +51.7% | -41.7% | -2.4% |
| 3Y | -12.9% | +14.2% | -27.1% | -28.7% |
| All | -61.6% | +273.9% | -335.5% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling