+8.0%
ELF vs ALLE
+90.7%
-82.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -1.8% |
| 7D | -2.7% | 0.0% | -2.8% | -2.8% |
| 30D | +6.9% | +20.6% | -13.7% | -4.2% |
| 3M | +27.2% | +11.4% | +15.8% | +19.4% |
| 6M | +84.9% | +42.5% | +42.3% | +49.7% |
| YTD | +44.5% | +18.9% | +25.6% | +27.6% |
| 1Y | -6.8% | +14.2% | -20.9% | -15.0% |
| All | +8.0% | +90.7% | -82.6% | -22.3% |
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