-30.1%
ELF vs AS
+139.2%
-169.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | 0.0% |
| 7D | -1.5% | +13.8% | -15.3% | -6.4% |
| 30D | +9.5% | +16.7% | -7.1% | +3.0% |
| 3M | +29.4% | -11.5% | +40.9% | +34.8% |
| 6M | +83.7% | -5.5% | +89.2% | +85.9% |
| YTD | +49.4% | -14.2% | +63.6% | +55.6% |
| 1Y | -3.9% | +2.1% | -6.0% | -6.3% |
| All | -30.1% | +139.2% | -169.3% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling