+907.2%
ELF vs ALC
+32.2%
+875.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | +7.8% | +2.1% | +5.8% | +6.8% |
| 30D | +9.3% | +17.2% | -7.9% | +2.0% |
| 3M | +21.2% | +4.6% | +16.5% | +18.5% |
| 6M | +96.1% | +20.1% | +76.0% | +80.0% |
| YTD | +57.0% | -4.2% | +61.1% | +57.8% |
| 1Y | +61.9% | +2.1% | +59.8% | +58.1% |
| 3Y | +20.0% | +4.5% | +15.5% | +13.1% |
| 5Y | +284.8% | -12.3% | +297.1% | +289.8% |
| All | +907.2% | +32.2% | +875.0% | +753.0% |
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