-3.9%
ELF vs AR
+14.7%
-18.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.3% | +8.2% | +1.3% |
| 7D | -1.5% | -11.1% | +9.6% | -2.7% |
| 30D | +9.5% | +7.9% | +1.6% | +10.4% |
| 3M | +29.4% | +4.9% | +24.5% | +30.4% |
| 6M | +83.7% | -5.3% | +89.0% | +86.9% |
| YTD | +49.4% | +8.6% | +40.8% | +44.8% |
| 1Y | -3.9% | +13.7% | -17.6% | -12.1% |
| All | -3.9% | +14.7% | -18.6% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling