-19.5%
ELF vs ALM
+2,063.1%
-2,082.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.1% |
| 7D | +5.4% | -2.6% | +8.0% | +5.4% |
| 30D | +27.0% | +32.0% | -5.0% | +26.0% |
| 3M | +113.2% | -15.0% | +128.2% | +113.3% |
| 6M | +36.6% | -10.1% | +46.7% | +36.1% |
| YTD | +44.2% | +99.4% | -55.2% | +43.5% |
| 1Y | -18.0% | +316.4% | -334.3% | -18.5% |
| All | -19.5% | +2,063.1% | -2,082.6% | -13.4% |
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 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