+301.7%
ELF vs ALM
+2,100.8%
-1,799.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +7.7% | -3.8% | +3.7% |
| 7D | +1.6% | +1.2% | +0.4% | +1.5% |
| 30D | +9.1% | -19.3% | +28.4% | +9.7% |
| 3M | +28.2% | -40.6% | +68.8% | +29.7% |
| 6M | +119.5% | -57.9% | +177.4% | +123.4% |
| YTD | +55.2% | -6.7% | +61.9% | +55.1% |
| 1Y | +58.6% | +20.2% | +38.4% | +57.7% |
| 3Y | +21.3% | +879.4% | -858.2% | +15.3% |
| 5Y | +276.2% | +415.3% | -139.1% | +259.2% |
| All | +301.7% | +2,100.8% | -1,799.1% | +270.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling