-28.5%
ELF vs AJG
+8.2%
-36.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | -11.6% | -8.3% | -3.4% | -10.5% |
| 30D | +4.6% | -5.7% | +10.3% | +5.5% |
| 3M | +59.7% | +9.1% | +50.6% | +57.7% |
| 6M | +21.2% | +15.2% | +6.0% | +18.8% |
| YTD | +27.4% | -6.3% | +33.7% | +26.5% |
| 1Y | -29.8% | -19.1% | -10.7% | -30.9% |
| 3Y | -28.5% | +8.2% | -36.7% | -33.8% |
| All | -28.5% | +8.2% | -36.6% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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