+338.7%
ELF vs ALM
+2,084.7%
-1,746.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | 0.0% |
| 7D | +4.3% | -7.2% | +11.4% | +4.4% |
| 30D | +7.7% | -26.4% | +34.1% | +8.5% |
| 3M | +24.7% | -38.6% | +63.3% | +26.1% |
| 6M | +114.6% | -61.0% | +175.6% | +118.8% |
| YTD | +55.8% | -7.4% | +63.2% | +55.8% |
| 1Y | +51.9% | +14.0% | +38.0% | +51.3% |
| 3Y | +24.6% | +844.4% | -819.9% | +18.5% |
| 5Y | +279.2% | +410.8% | -131.6% | +262.2% |
| 10Y | +338.7% | +2,084.7% | -1,746.0% | +306.0% |
| All | +338.7% | +2,084.7% | -1,746.0% | +306.0% |
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