+357.2%
ELF vs AFL
+342.1%
+15.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.2% |
| 7D | +6.3% | +2.1% | +4.2% | +5.2% |
| 30D | +8.5% | +10.6% | -2.1% | +3.4% |
| 3M | +24.4% | +4.4% | +20.1% | +21.5% |
| 6M | +94.7% | +13.1% | +81.6% | +82.0% |
| YTD | +55.9% | +16.6% | +39.2% | +42.8% |
| 1Y | +48.4% | +13.8% | +34.6% | +37.6% |
| 3Y | +24.6% | +65.7% | -41.0% | -8.9% |
| 5Y | +285.0% | +153.1% | +131.9% | +117.4% |
| 10Y | +357.2% | +335.9% | +21.4% | +104.1% |
| All | +357.2% | +342.1% | +15.1% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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