-3.9%
ELF vs AHR
+26.3%
-30.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.8% |
| 7D | -1.5% | +9.5% | -11.0% | -1.9% |
| 30D | +9.5% | +11.7% | -2.2% | +9.1% |
| 3M | +29.4% | +4.0% | +25.4% | +29.3% |
| 6M | +83.7% | +13.5% | +70.2% | +83.0% |
| YTD | +49.4% | +21.6% | +27.8% | +54.9% |
| 1Y | -3.9% | +25.1% | -29.0% | +3.9% |
| All | -3.9% | +26.3% | -30.2% | +3.9% |
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