+858.1%
ELF vs ALC
+26.4%
+831.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.8% |
| 7D | +3.4% | -6.2% | +9.5% | +6.1% |
| 30D | +5.0% | +14.0% | -9.1% | -0.9% |
| 3M | +22.6% | -2.4% | +25.0% | +23.5% |
| 6M | +104.0% | +12.6% | +91.3% | +92.3% |
| YTD | +49.3% | -8.4% | +57.7% | +53.0% |
| 1Y | +46.0% | -9.1% | +55.2% | +50.2% |
| 3Y | +19.4% | -0.3% | +19.7% | +14.8% |
| 5Y | +262.0% | -9.9% | +271.9% | +262.1% |
| All | +858.1% | +26.4% | +831.7% | +726.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling