+338.3%
ELF vs AGI
+282.4%
+55.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +5.6% |
| 7D | +4.0% | +16.0% | -12.0% | +3.4% |
| 30D | +10.6% | +1.0% | +9.6% | +10.5% |
| 3M | +25.8% | +2.5% | +23.4% | +25.7% |
| 6M | +89.1% | -24.0% | +113.1% | +90.2% |
| YTD | +52.7% | -17.2% | +70.0% | +53.2% |
| 1Y | +51.7% | +4.9% | +46.8% | +51.5% |
| 3Y | +14.2% | +142.6% | -128.4% | +11.3% |
| 5Y | +270.7% | +315.2% | -44.5% | +257.1% |
| 10Y | +341.9% | +338.5% | +3.4% | +340.3% |
| All | +338.3% | +282.4% | +55.9% | +347.6% |
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 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