+77.0%
ALB vs ELF
+357.0%
-279.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.6% | -4.9% |
| 7D | -8.1% | +5.4% | -13.4% | -9.1% |
| 30D | +6.3% | +27.0% | -20.7% | +1.4% |
| 3M | -23.6% | +113.2% | -136.8% | -34.5% |
| 6M | -24.6% | +36.6% | -61.2% | -30.2% |
| YTD | -10.3% | +44.2% | -54.5% | -18.3% |
| 1Y | +61.5% | -18.0% | +79.4% | +60.9% |
| 3Y | -34.0% | -19.9% | -14.0% | -38.7% |
| 5Y | -44.6% | +257.7% | -302.3% | -63.4% |
| All | +77.0% | +357.0% | -279.9% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling