+83.7%
ELF vs ALLY
-7.6%
+91.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | +0.4% |
| 7D | -1.5% | +2.4% | -3.9% | -2.5% |
| 30D | +9.5% | +5.6% | +4.0% | +6.8% |
| 3M | +29.4% | -11.7% | +41.1% | +36.2% |
| 6M | +83.7% | -7.0% | +90.8% | +86.6% |
| All | +83.7% | -7.6% | +91.3% | +86.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling