+341.4%
ELF vs ALLY
+189.4%
+152.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.4% |
| 7D | +4.0% | +0.9% | +3.1% | +3.5% |
| 30D | +10.6% | +3.1% | +7.5% | +9.0% |
| 3M | +25.8% | -12.6% | +38.4% | +32.7% |
| 6M | +89.1% | -12.4% | +101.5% | +98.9% |
| YTD | +52.7% | -13.2% | +65.9% | +60.1% |
| 1Y | +51.7% | +1.8% | +49.9% | +48.5% |
| 3Y | +14.2% | +58.0% | -43.7% | -6.7% |
| 5Y | +270.7% | -8.4% | +279.1% | +262.9% |
| All | +341.4% | +189.4% | +152.1% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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