-18.0%
ELF vs AS
-21.9%
+3.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +0.5% |
| 7D | +5.4% | -4.9% | +10.2% | +7.7% |
| 30D | +27.0% | -19.6% | +46.6% | +40.1% |
| 3M | +113.2% | -14.4% | +127.6% | +126.9% |
| 6M | +36.6% | -20.1% | +56.7% | +50.3% |
| YTD | +44.2% | -20.9% | +65.2% | +57.4% |
| 1Y | -18.0% | -21.9% | +3.9% | -12.3% |
| All | -18.0% | -21.9% | +3.9% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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