+255.0%
ELF vs ABCL
-41.3%
+296.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.3% |
| 7D | +5.4% | +0.7% | +4.6% | +5.2% |
| 30D | +27.0% | +93.1% | -66.1% | +12.9% |
| 3M | +113.2% | +79.4% | +33.8% | +89.4% |
| 6M | +36.6% | +214.9% | -178.3% | +8.1% |
| YTD | +44.2% | +234.2% | -190.0% | +11.9% |
| 1Y | -18.0% | +174.8% | -192.7% | -34.6% |
| 3Y | -19.9% | +104.5% | -124.4% | -37.4% |
| All | +255.0% | -41.3% | +296.3% | +187.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling