-18.0%
ELF vs ALC
-10.2%
-7.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.6% |
| 7D | +5.4% | -2.1% | +7.4% | +5.9% |
| 30D | +27.0% | -0.1% | +27.1% | +26.9% |
| 3M | +113.2% | +5.9% | +107.3% | +109.4% |
| 6M | +36.6% | -15.9% | +52.5% | +45.9% |
| YTD | +44.2% | -10.1% | +54.3% | +50.2% |
| 1Y | -18.0% | -10.2% | -7.8% | -15.3% |
| All | -18.0% | -10.2% | -7.8% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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