+279.2%
ELF vs AME
+77.3%
+201.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.4% |
| 7D | +4.3% | +1.1% | +3.2% | +3.4% |
| 30D | +7.7% | -4.1% | +11.8% | +10.3% |
| 3M | +24.7% | -6.3% | +31.1% | +29.4% |
| 6M | +114.6% | +3.5% | +111.1% | +105.9% |
| YTD | +55.8% | +17.3% | +38.5% | +35.2% |
| 1Y | +51.9% | +22.0% | +29.9% | +27.8% |
| 3Y | +24.6% | +62.0% | -37.4% | -17.3% |
| 5Y | +279.2% | +78.5% | +200.7% | +124.6% |
| All | +279.2% | +77.3% | +201.9% | +124.6% |
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