+347.2%
ELF vs AGI
+270.6%
+76.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | -0.5% |
| 7D | +6.3% | +13.9% | -7.6% | +5.8% |
| 30D | +8.5% | -6.2% | +14.7% | +8.7% |
| 3M | +24.4% | -6.9% | +31.4% | +24.7% |
| 6M | +94.7% | -28.7% | +123.4% | +96.3% |
| YTD | +55.9% | -19.8% | +75.6% | +56.5% |
| 1Y | +48.4% | -4.8% | +53.2% | +48.5% |
| 3Y | +24.6% | +144.3% | -119.7% | +21.4% |
| 5Y | +285.0% | +277.2% | +7.8% | +271.4% |
| 10Y | +357.2% | +365.9% | -8.6% | +348.8% |
| All | +347.2% | +270.6% | +76.6% | +357.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling