-18.0%
ELF vs AHR
+33.1%
-51.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.1% |
| 7D | +5.4% | -1.5% | +6.8% | +5.4% |
| 30D | +27.0% | -1.4% | +28.4% | +27.0% |
| 3M | +113.2% | +18.6% | +94.6% | +113.8% |
| 6M | +36.6% | +6.6% | +30.0% | +34.9% |
| YTD | +44.2% | +17.5% | +26.8% | +48.2% |
| 1Y | -18.0% | +30.9% | -48.8% | -13.3% |
| All | -18.0% | +33.1% | -51.0% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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