-32.4%
ELF vs AS
+133.7%
-166.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.5% |
| 7D | -2.7% | +7.1% | -9.9% | -5.3% |
| 30D | +6.9% | +12.8% | -6.0% | +1.8% |
| 3M | +27.2% | -14.7% | +41.9% | +34.5% |
| 6M | +84.9% | -9.9% | +94.8% | +90.7% |
| YTD | +44.5% | -16.1% | +60.6% | +51.8% |
| 1Y | -6.8% | +0.2% | -6.9% | -8.4% |
| All | -32.4% | +133.7% | -166.1% | -51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling