+261.4%
ELF vs AGI
+328.5%
-67.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -4.2% |
| 7D | -10.8% | -5.3% | -5.6% | -10.7% |
| 30D | +0.8% | +6.8% | -5.9% | +0.6% |
| 3M | +64.8% | +8.3% | +56.5% | +64.4% |
| 6M | +19.0% | -29.2% | +48.2% | +19.8% |
| YTD | +25.9% | -7.3% | +33.2% | +25.9% |
| 1Y | -28.8% | +8.0% | -36.8% | -29.0% |
| 3Y | -29.6% | +206.6% | -236.2% | -31.8% |
| 5Y | +216.2% | +398.1% | -181.9% | +203.6% |
| All | +261.4% | +328.5% | -67.1% | +267.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AGI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling