+273.0%
ELF vs ALC
-9.1%
+282.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.2% | +0.7% | +2.6% |
| 7D | +1.6% | -1.1% | +2.7% | +2.0% |
| 30D | +9.1% | +16.0% | -6.9% | +2.5% |
| 3M | +28.2% | +0.8% | +27.4% | +27.4% |
| 6M | +119.5% | +16.8% | +102.7% | +104.3% |
| YTD | +55.2% | -5.5% | +60.6% | +57.1% |
| 1Y | +58.6% | -5.3% | +63.8% | +60.4% |
| 3Y | +21.3% | +4.1% | +17.2% | +14.0% |
| All | +273.0% | -9.1% | +282.1% | +288.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling