+33.9%
ALNY vs ELF
+217.5%
-183.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -6.5% | -11.6% | +5.1% | -5.4% |
| 30D | +11.0% | +4.6% | +6.4% | +10.6% |
| 3M | -14.1% | +59.7% | -73.8% | -18.2% |
| 6M | -22.4% | +21.2% | -43.6% | -24.4% |
| YTD | -37.5% | +27.4% | -64.9% | -39.5% |
| 1Y | -46.9% | -29.8% | -17.1% | -46.4% |
| 3Y | +22.1% | -28.5% | +50.5% | +14.8% |
| All | +33.9% | +217.5% | -183.7% | -11.0% |
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