+313.8%
ELF vs ALLE
+157.2%
+156.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.6% |
| 7D | +5.4% | -0.2% | +5.6% | +5.5% |
| 30D | +27.0% | -6.8% | +33.8% | +32.0% |
| 3M | +113.2% | +21.0% | +92.2% | +91.0% |
| 6M | +36.6% | +1.1% | +35.5% | +34.5% |
| YTD | +44.2% | -0.5% | +44.8% | +41.9% |
| 1Y | -18.0% | -7.3% | -10.7% | -15.9% |
| 3Y | -19.9% | +42.3% | -62.2% | -35.4% |
| 5Y | +257.7% | +13.5% | +244.2% | +218.7% |
| All | +313.8% | +157.2% | +156.6% | +178.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling