+350.4%
ELF vs AFL
+328.4%
+22.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.8% | +2.3% |
| 7D | +7.8% | +0.5% | +7.3% | +7.5% |
| 30D | +9.3% | +9.3% | -0.1% | +4.7% |
| 3M | +21.2% | +1.0% | +20.2% | +20.2% |
| 6M | +96.1% | +11.8% | +84.3% | +84.3% |
| YTD | +57.0% | +15.3% | +41.6% | +44.6% |
| 1Y | +61.9% | +12.1% | +49.8% | +51.1% |
| 3Y | +20.0% | +65.0% | -45.0% | -12.1% |
| 5Y | +284.8% | +149.1% | +135.6% | +119.3% |
| 10Y | +364.2% | +340.9% | +23.3% | +104.1% |
| All | +350.4% | +328.4% | +22.0% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling