+293.6%
ELF vs AJG
+476.1%
-182.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.0% | -0.9% | -2.9% |
| 7D | -1.2% | -3.8% | +2.6% | +0.7% |
| 30D | +5.9% | +1.6% | +4.3% | +5.0% |
| 3M | +99.5% | +18.6% | +80.9% | +81.8% |
| 6M | +26.5% | +10.9% | +15.6% | +18.6% |
| YTD | +37.2% | -2.0% | +39.1% | +36.8% |
| 1Y | -24.4% | -14.9% | -9.5% | -19.4% |
| 3Y | -23.3% | +13.4% | -36.7% | -34.8% |
| 5Y | +245.2% | +83.2% | +161.9% | +113.5% |
| All | +293.6% | +476.1% | -182.5% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling