+245.2%
ELF vs AFL
+134.0%
+111.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.1% | -4.5% |
| 7D | -1.2% | -0.7% | -0.4% | -1.0% |
| 30D | +5.9% | -7.1% | +13.0% | +7.8% |
| 3M | +99.5% | +0.4% | +99.1% | +98.7% |
| 6M | +26.5% | +4.5% | +22.0% | +24.1% |
| YTD | +37.2% | +6.1% | +31.1% | +33.8% |
| 1Y | -24.4% | +10.6% | -35.0% | -28.0% |
| 3Y | -23.3% | +64.0% | -87.3% | -40.1% |
| 5Y | +245.2% | +133.7% | +111.4% | +107.8% |
| All | +245.2% | +134.0% | +111.2% | +107.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling