-19.5%
ELF vs AR
+40.7%
-60.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | +5.4% | +2.5% | +2.9% | +4.9% |
| 30D | +27.0% | +14.8% | +12.2% | +24.0% |
| 3M | +113.2% | +6.2% | +107.0% | +110.6% |
| 6M | +36.6% | +4.3% | +32.3% | +34.3% |
| YTD | +44.2% | +14.4% | +29.9% | +38.1% |
| 1Y | -18.0% | +21.3% | -39.3% | -22.8% |
| All | -19.5% | +40.7% | -60.3% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling