+277.7%
ELF vs AGI
+343.1%
-65.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.1% |
| 7D | -6.8% | +2.2% | -9.0% | -6.9% |
| 30D | +5.1% | +11.3% | -6.2% | +4.7% |
| 3M | +79.8% | +5.6% | +74.1% | +79.4% |
| 6M | +29.7% | -27.7% | +57.4% | +30.6% |
| YTD | +31.6% | -4.1% | +35.7% | +31.4% |
| 1Y | -27.9% | +13.8% | -41.7% | -28.3% |
| 3Y | -26.4% | +217.0% | -243.5% | -28.8% |
| 5Y | +235.6% | +404.3% | -168.7% | +221.9% |
| All | +277.7% | +343.1% | -65.5% | +284.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling