+313.8%
ELF vs AMCR
+22.3%
+291.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +5.4% | -1.9% | +7.2% | +6.1% |
| 30D | +27.0% | -4.1% | +31.1% | +29.2% |
| 3M | +113.2% | +21.7% | +91.5% | +96.2% |
| 6M | +36.6% | +1.5% | +35.1% | +34.9% |
| YTD | +44.2% | +13.1% | +31.1% | +35.8% |
| 1Y | -18.0% | +16.5% | -34.5% | -24.1% |
| 3Y | -19.9% | +10.3% | -30.2% | -25.1% |
| 5Y | +257.7% | -7.7% | +265.4% | +257.2% |
| All | +313.8% | +22.3% | +291.6% | +228.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling