+341.4%
ELF vs ALM
+2,022.9%
-1,681.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.1% | +3.6% | +5.7% |
| 7D | +4.0% | -6.7% | +10.7% | +4.2% |
| 30D | +10.6% | -32.9% | +43.5% | +11.6% |
| 3M | +25.8% | -39.5% | +65.3% | +27.2% |
| 6M | +89.1% | -62.0% | +151.0% | +92.8% |
| YTD | +52.7% | -7.8% | +60.6% | +52.8% |
| 1Y | +51.7% | +26.7% | +25.1% | +50.9% |
| 3Y | +14.2% | +825.4% | -811.1% | +9.0% |
| 5Y | +270.7% | +401.2% | -130.5% | +255.1% |
| All | +341.4% | +2,022.9% | -1,681.4% | +315.4% |
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 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