-28.8%
ELF vs AHR
+28.2%
-56.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.9% | -4.3% |
| 7D | -10.8% | -3.0% | -7.8% | -10.8% |
| 30D | +0.8% | +2.6% | -1.8% | +0.7% |
| 3M | +64.8% | +16.0% | +48.7% | +65.3% |
| 6M | +19.0% | +3.1% | +15.9% | +16.7% |
| YTD | +25.9% | +16.0% | +9.9% | +29.4% |
| 1Y | -28.8% | +28.0% | -56.7% | -25.1% |
| All | -28.8% | +28.2% | -56.9% | -25.1% |
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