+255.0%
ELF vs ALLY
+1.6%
+253.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | +5.4% | +3.7% | +1.7% | +3.9% |
| 30D | +27.0% | -2.3% | +29.2% | +27.9% |
| 3M | +113.2% | +3.8% | +109.4% | +109.5% |
| 6M | +36.6% | +9.7% | +26.9% | +30.7% |
| YTD | +44.2% | -1.4% | +45.6% | +43.8% |
| 1Y | -18.0% | +8.2% | -26.2% | -21.0% |
| 3Y | -19.9% | +66.5% | -86.4% | -33.9% |
| All | +255.0% | +1.6% | +253.4% | +245.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling