-23.3%
ELF vs AGI
+208.5%
-231.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.8% |
| 7D | -1.2% | +4.4% | -5.5% | -1.5% |
| 30D | +5.9% | +10.0% | -4.0% | +5.2% |
| 3M | +99.5% | +1.7% | +97.8% | +99.0% |
| 6M | +26.5% | -26.8% | +53.3% | +28.3% |
| YTD | +37.2% | -5.3% | +42.5% | +36.9% |
| 1Y | -24.4% | +11.5% | -35.9% | -25.1% |
| 3Y | -23.3% | +212.9% | -236.2% | -35.4% |
| All | -23.3% | +208.5% | -231.8% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling