+14.2%
ELF vs AR
+19.9%
-5.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.6% | +5.9% |
| 7D | +4.0% | -14.3% | +18.2% | +6.4% |
| 30D | +10.6% | +1.4% | +9.1% | +10.1% |
| 3M | +25.8% | +3.4% | +22.4% | +24.5% |
| 6M | +89.1% | -2.1% | +91.1% | +88.2% |
| YTD | +52.7% | +4.7% | +48.0% | +47.6% |
| 1Y | +51.7% | +10.6% | +41.2% | +44.3% |
| 3Y | +14.2% | +24.6% | -10.4% | +18.2% |
| All | +14.2% | +19.9% | -5.7% | +18.2% |
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