+114.6%
ELF vs AFL
+12.9%
+101.8%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | +0.1% |
| 7D | +4.3% | +1.4% | +2.8% | +4.9% |
| 30D | +7.7% | +9.7% | -1.9% | +12.1% |
| 3M | +24.7% | +5.5% | +19.2% | +26.8% |
| 6M | +114.6% | +11.2% | +103.4% | +128.5% |
| All | +114.6% | +12.9% | +101.8% | +128.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling