-17.2%
AWK vs ELF
+239.6%
-256.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | -0.1% |
| 7D | +2.2% | -1.2% | +3.3% | +2.2% |
| 30D | +4.4% | +5.9% | -1.5% | +4.2% |
| 3M | +15.4% | +99.5% | -84.2% | +12.9% |
| 6M | +3.5% | +26.5% | -23.0% | +2.6% |
| YTD | +9.8% | +37.2% | -27.4% | +8.3% |
| 1Y | +3.0% | -24.4% | +27.4% | +3.4% |
| 3Y | +9.7% | -23.3% | +33.0% | +6.4% |
| 5Y | -17.2% | +245.2% | -262.3% | -39.2% |
| All | -17.2% | +239.6% | -256.7% | -39.2% |
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 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