+338.3%
ELF vs AME
+412.1%
-73.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +4.1% |
| 7D | +4.0% | -5.2% | +9.1% | +7.3% |
| 30D | +10.6% | -8.0% | +18.6% | +16.0% |
| 3M | +25.8% | -8.9% | +34.7% | +32.6% |
| 6M | +89.1% | -5.0% | +94.0% | +92.9% |
| YTD | +52.7% | +11.9% | +40.9% | +39.6% |
| 1Y | +51.7% | +16.6% | +35.1% | +35.0% |
| 3Y | +14.2% | +62.5% | -48.3% | -18.7% |
| 5Y | +270.7% | +67.6% | +203.1% | +157.7% |
| 10Y | +341.9% | +450.4% | -108.4% | +108.4% |
| All | +338.3% | +412.1% | -73.8% | +123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling