-3.9%
ELF vs ALM
+44.8%
-48.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.8% | +1.9% |
| 7D | -1.5% | -6.4% | +4.8% | -1.2% |
| 30D | +9.5% | -35.0% | +44.5% | +11.9% |
| 3M | +29.4% | -33.8% | +63.2% | +31.8% |
| 6M | +83.7% | -55.0% | +138.7% | +90.0% |
| YTD | +49.4% | -0.2% | +49.7% | +63.7% |
| 1Y | -3.9% | +41.8% | -45.7% | +16.4% |
| All | -3.9% | +44.8% | -48.8% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling