-39.3%
ELF vs AHR
+357.7%
-397.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.5% | -3.9% |
| 7D | -6.8% | -4.3% | -2.4% | -6.2% |
| 30D | +5.1% | -3.1% | +8.1% | +5.5% |
| 3M | +79.8% | +15.7% | +64.1% | +76.4% |
| 6M | +29.7% | +4.1% | +25.6% | +28.7% |
| YTD | +31.6% | +15.4% | +16.2% | +29.0% |
| 1Y | -27.9% | +28.0% | -55.9% | -30.8% |
| All | -39.3% | +357.7% | -397.0% | -49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling