-19.5%
ELF vs AME
+50.7%
-70.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.2% |
| 7D | +5.4% | +0.6% | +4.7% | +5.0% |
| 30D | +27.0% | -6.7% | +33.7% | +32.3% |
| 3M | +113.2% | +4.1% | +109.1% | +106.4% |
| 6M | +36.6% | +1.6% | +35.0% | +33.8% |
| YTD | +44.2% | +16.1% | +28.1% | +28.7% |
| 1Y | -18.0% | +27.3% | -45.3% | -31.4% |
| All | -19.5% | +50.7% | -70.3% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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