+8.0%
ELF vs ALM
+806.0%
-797.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.6% | +6.2% | -3.0% |
| 7D | -2.7% | -14.5% | +11.8% | -2.3% |
| 30D | +6.9% | -39.0% | +45.9% | +8.4% |
| 3M | +27.2% | -40.3% | +67.5% | +28.9% |
| 6M | +84.9% | -60.3% | +145.2% | +88.9% |
| YTD | +44.5% | -9.8% | +54.2% | +46.7% |
| 1Y | -6.8% | +30.8% | -37.5% | -5.4% |
| All | +8.0% | +806.0% | -797.9% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling