+341.4%
ELF vs ALLE
+222.4%
+119.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.7% | +6.2% |
| 7D | +4.0% | -0.6% | +4.5% | +4.2% |
| 30D | +10.6% | +25.3% | -14.8% | -2.8% |
| 3M | +25.8% | +10.3% | +15.5% | +18.6% |
| 6M | +89.1% | +38.0% | +51.0% | +56.4% |
| YTD | +52.7% | +17.8% | +35.0% | +36.1% |
| 1Y | +51.7% | +13.6% | +38.1% | +37.9% |
| 3Y | +14.2% | +89.2% | -75.0% | -21.7% |
| 5Y | +270.7% | +51.1% | +219.6% | +181.8% |
| All | +341.4% | +222.4% | +119.0% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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