+313.8%
ELF vs ALLY
+198.8%
+115.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | +5.4% | +3.7% | +1.7% | +3.8% |
| 30D | +27.0% | -2.3% | +29.2% | +28.0% |
| 3M | +113.2% | +3.8% | +109.4% | +109.3% |
| 6M | +36.6% | +9.7% | +26.9% | +30.4% |
| YTD | +44.2% | -1.4% | +45.6% | +43.7% |
| 1Y | -18.0% | +8.2% | -26.2% | -21.2% |
| 3Y | -19.9% | +66.5% | -86.4% | -36.3% |
| 5Y | +257.7% | +1.2% | +256.5% | +234.9% |
| All | +313.8% | +198.8% | +115.0% | +129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling