+58.6%
ELF vs AGI
-15.8%
+74.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.0% |
| 7D | +1.6% | -10.1% | +11.7% | +3.3% |
| 30D | +9.1% | -6.5% | +15.6% | +10.1% |
| 3M | +28.2% | -12.8% | +41.0% | +30.7% |
| 6M | +119.5% | -34.3% | +153.8% | +130.8% |
| YTD | +55.2% | -25.6% | +80.8% | +55.6% |
| 1Y | +58.6% | -14.2% | +72.8% | +46.6% |
| All | +58.6% | -15.8% | +74.4% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling