+255.0%
ELF vs AME
+82.5%
+172.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.0% |
| 7D | +5.4% | +0.6% | +4.7% | +4.9% |
| 30D | +27.0% | -6.7% | +33.7% | +33.1% |
| 3M | +113.2% | +4.1% | +109.1% | +105.7% |
| 6M | +36.6% | +1.6% | +35.0% | +33.5% |
| YTD | +44.2% | +16.1% | +28.1% | +27.1% |
| 1Y | -18.0% | +27.3% | -45.3% | -32.9% |
| 3Y | -19.9% | +50.9% | -70.8% | -43.2% |
| All | +255.0% | +82.5% | +172.6% | +114.7% |
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