-36.7%
ELF vs AHR
+364.8%
-401.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.9% |
| 7D | -1.2% | -3.4% | +2.3% | -0.7% |
| 30D | +5.9% | -3.8% | +9.7% | +6.4% |
| 3M | +99.5% | +20.1% | +79.5% | +94.8% |
| 6M | +26.5% | +7.1% | +19.4% | +25.1% |
| YTD | +37.2% | +17.2% | +20.0% | +34.2% |
| 1Y | -24.4% | +30.4% | -54.8% | -27.6% |
| All | -36.7% | +364.8% | -401.5% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling