+49.5%
ELF vs ALM
+21.0%
+28.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.1% | -5.3% | +2.1% |
| 7D | +7.8% | +0.7% | +7.1% | +7.7% |
| 30D | +9.3% | -26.1% | +35.3% | +11.6% |
| 3M | +21.2% | -38.1% | +59.3% | +25.1% |
| 6M | +96.1% | -55.4% | +151.5% | +106.5% |
| YTD | +57.0% | -0.4% | +57.4% | +60.7% |
| All | +49.5% | +21.0% | +28.4% | +52.5% |
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