+20.0%
AWK vs ELF
-3.2%
+23.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.2% |
| 7D | +7.0% | -1.5% | +8.6% | +7.1% |
| 30D | +17.0% | +9.5% | +7.5% | +16.9% |
| 3M | +12.4% | +29.4% | -17.0% | +12.2% |
| 6M | +19.6% | +83.7% | -64.1% | +19.2% |
| YTD | +17.0% | +49.4% | -32.4% | +16.2% |
| 1Y | +20.0% | -3.9% | +24.0% | +19.9% |
| All | +20.0% | -3.2% | +23.3% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling