+58.6%
ELF vs ALM
+19.0%
+39.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +7.7% | -3.8% | +3.3% |
| 7D | +1.6% | +1.2% | +0.4% | +1.4% |
| 30D | +9.1% | -19.3% | +28.4% | +10.7% |
| 3M | +28.2% | -40.6% | +68.8% | +32.7% |
| 6M | +119.5% | -57.9% | +177.4% | +132.1% |
| YTD | +55.2% | -6.7% | +61.9% | +61.2% |
| 1Y | +58.6% | +20.2% | +38.4% | +65.3% |
| All | +58.6% | +19.0% | +39.6% | +65.3% |
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