+410.0%
ELF vs ABCL
-81.8%
+491.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.4% | +6.0% | -2.1% |
| 7D | -2.7% | -14.9% | +12.2% | -0.8% |
| 30D | +6.9% | -15.4% | +22.2% | +8.8% |
| 3M | +27.2% | +88.0% | -60.8% | +14.8% |
| 6M | +84.9% | +138.8% | -54.0% | +58.0% |
| YTD | +44.5% | +225.4% | -181.0% | +16.6% |
| 1Y | -6.8% | +137.3% | -144.1% | -21.2% |
| 3Y | +14.2% | +136.8% | -122.6% | -8.8% |
| 5Y | +250.6% | -26.2% | +276.9% | +198.0% |
| All | +410.0% | -81.8% | +491.7% | +353.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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