+827.0%
ELF vs ALC
+34.7%
+792.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.9% |
| 7D | -2.7% | +7.6% | -10.4% | -5.8% |
| 30D | +6.9% | +21.1% | -14.3% | -1.6% |
| 3M | +27.2% | +8.5% | +18.7% | +22.6% |
| 6M | +84.9% | +2.8% | +82.0% | +80.4% |
| YTD | +44.5% | -2.4% | +46.9% | +44.2% |
| 1Y | -6.8% | +3.5% | -10.2% | -9.4% |
| 3Y | +14.2% | +4.2% | +10.1% | +8.0% |
| 5Y | +250.6% | -9.0% | +259.6% | +249.6% |
| All | +827.0% | +34.7% | +792.3% | +679.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling