+58.6%
ELF vs AU
+6.3%
+52.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.1% |
| 7D | +1.6% | -7.2% | +8.8% | +2.7% |
| 30D | +9.1% | -2.9% | +12.0% | +9.5% |
| 3M | +28.2% | -8.7% | +36.8% | +29.7% |
| 6M | +119.5% | -14.1% | +133.7% | +122.7% |
| YTD | +55.2% | +4.8% | +50.4% | +47.4% |
| 1Y | +58.6% | +11.9% | +46.7% | +44.9% |
| All | +58.6% | +6.3% | +52.3% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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