+222.6%
ALNY vs ELF
+303.8%
-81.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -6.5% | -11.6% | +5.1% | -5.6% |
| 30D | +11.0% | +4.6% | +6.4% | +10.6% |
| 3M | -14.1% | +59.7% | -73.8% | -17.6% |
| 6M | -22.4% | +21.2% | -43.6% | -24.1% |
| YTD | -37.5% | +27.4% | -64.9% | -39.2% |
| 1Y | -46.9% | -29.8% | -17.1% | -46.5% |
| 3Y | +22.1% | -28.5% | +50.5% | +18.1% |
| 5Y | +31.2% | +220.0% | -188.9% | +10.6% |
| All | +222.6% | +303.8% | -81.2% | +154.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling