+39.6%
ALB vs ELF
+383.9%
-344.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.4% |
| 3M | -20.6% | +25.8% | -46.4% | -24.3% |
| 6M | -48.2% | +89.1% | -137.2% | -54.8% |
| YTD | -29.2% | +52.7% | -82.0% | -36.4% |
| 1Y | +10.0% | +51.7% | -41.7% | -1.3% |
| 3Y | -12.9% | +14.2% | -27.1% | -24.3% |
| 5Y | -61.3% | +270.7% | -332.0% | -74.6% |
| 10Y | +35.8% | +341.9% | -306.1% | -23.8% |
| All | +39.6% | +383.9% | -344.3% | -21.6% |
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