+158.6%
AWK vs ELF
+332.6%
-174.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.6% | +1.2% |
| 7D | +0.1% | +1.6% | -1.4% | +0.1% |
| 30D | +14.3% | +9.1% | +5.2% | +13.7% |
| 3M | +10.3% | +28.2% | -17.9% | +8.9% |
| 6M | +18.9% | +119.5% | -100.6% | +14.2% |
| YTD | +17.7% | +55.2% | -37.4% | +14.4% |
| 1Y | +16.9% | +58.6% | -41.7% | +13.4% |
| 3Y | +32.2% | +21.3% | +10.9% | +24.7% |
| 5Y | -2.2% | +276.2% | -278.4% | -17.8% |
| All | +158.6% | +332.6% | -174.1% | +103.9% |
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 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