+14.2%
ELF vs ALLY
+54.4%
-40.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.6% |
| 7D | +4.0% | +0.9% | +3.1% | +3.4% |
| 30D | +10.6% | +3.1% | +7.5% | +8.6% |
| 3M | +25.8% | -12.6% | +38.4% | +34.5% |
| 6M | +89.1% | -12.4% | +101.5% | +101.4% |
| YTD | +52.7% | -13.2% | +65.9% | +62.3% |
| 1Y | +51.7% | +1.8% | +49.9% | +46.3% |
| 3Y | +14.2% | +58.0% | -43.7% | -13.8% |
| All | +14.2% | +54.4% | -40.1% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling