-19.5%
ELF vs ALLE
+42.6%
-62.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.5% |
| 7D | +5.4% | -0.2% | +5.6% | +5.5% |
| 30D | +27.0% | -6.8% | +33.8% | +32.2% |
| 3M | +113.2% | +21.0% | +92.2% | +89.8% |
| 6M | +36.6% | +1.1% | +35.5% | +35.2% |
| YTD | +44.2% | -0.5% | +44.8% | +41.3% |
| 1Y | -18.0% | -7.3% | -10.7% | -15.2% |
| All | -19.5% | +42.6% | -62.1% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling