+275.1%
ELF vs AME
+66.2%
+208.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +4.0% |
| 7D | +4.0% | -5.2% | +9.1% | +7.5% |
| 30D | +10.6% | -8.0% | +18.6% | +16.5% |
| 3M | +25.8% | -8.9% | +34.7% | +33.1% |
| 6M | +89.1% | -5.0% | +94.0% | +92.8% |
| YTD | +52.7% | +11.9% | +40.9% | +36.9% |
| 1Y | +51.7% | +16.6% | +35.1% | +31.8% |
| 3Y | +14.2% | +62.5% | -48.3% | -25.0% |
| All | +275.1% | +66.2% | +208.9% | +130.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling