+120.5%
AWK vs ELF
+299.0%
-178.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.1% |
| 7D | -0.7% | -10.8% | +10.1% | -0.2% |
| 30D | +2.8% | +0.8% | +2.0% | +2.7% |
| 3M | +11.3% | +64.8% | -53.4% | +8.5% |
| 6M | +6.7% | +19.0% | -12.2% | +5.4% |
| YTD | +9.4% | +25.9% | -16.6% | +7.5% |
| 1Y | +3.7% | -28.8% | +32.5% | +4.4% |
| 3Y | +9.2% | -29.6% | +38.8% | +6.9% |
| 5Y | -15.7% | +216.2% | -232.0% | -28.4% |
| All | +120.5% | +299.0% | -178.5% | +74.4% |
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