-28.1%
ELF vs AHR
+408.0%
-436.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +6.3% | +8.1% | -1.8% | +5.2% |
| 30D | +8.5% | +16.9% | -8.4% | +6.4% |
| 3M | +24.4% | +7.6% | +16.8% | +23.2% |
| 6M | +94.7% | +16.0% | +78.8% | +90.7% |
| YTD | +55.9% | +28.1% | +27.7% | +50.7% |
| 1Y | +48.4% | +22.8% | +25.6% | +44.2% |
| All | -28.1% | +408.0% | -436.1% | -41.2% |
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