+46.0%
ELF vs ALC
-11.3%
+57.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.9% |
| 7D | +3.4% | -6.2% | +9.5% | +5.2% |
| 30D | +5.0% | +14.0% | -9.1% | +0.5% |
| 3M | +22.6% | -2.4% | +25.0% | +22.3% |
| 6M | +104.0% | +12.6% | +91.3% | +95.2% |
| YTD | +49.3% | -8.4% | +57.7% | +55.3% |
| 1Y | +46.0% | -9.1% | +55.2% | +52.8% |
| All | +46.0% | -11.3% | +57.3% | +52.8% |
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