+314.5%
ELF vs ALLY
+167.8%
+146.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.8% |
| 7D | -2.7% | -1.1% | -1.6% | -2.3% |
| 30D | +6.9% | +4.2% | +2.7% | +5.0% |
| 3M | +27.2% | -12.4% | +39.6% | +34.0% |
| 6M | +84.9% | -8.7% | +93.5% | +91.2% |
| YTD | +44.5% | -11.6% | +56.1% | +50.5% |
| 1Y | -6.8% | +0.2% | -6.9% | -7.4% |
| 3Y | +14.2% | +57.1% | -42.8% | -6.6% |
| 5Y | +250.6% | -6.8% | +257.5% | +240.8% |
| 10Y | +318.0% | +200.4% | +117.6% | +127.2% |
| All | +314.5% | +167.8% | +146.7% | +140.1% |
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 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