+235.6%
ELF vs AU
+688.4%
-452.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.1% |
| 7D | -6.8% | +0.6% | -7.4% | -6.8% |
| 30D | +5.1% | +12.3% | -7.2% | +4.4% |
| 3M | +79.8% | +29.4% | +50.4% | +77.5% |
| 6M | +29.7% | +3.2% | +26.5% | +28.9% |
| YTD | +31.6% | +31.8% | -0.2% | +29.5% |
| 1Y | -27.9% | +83.4% | -111.3% | -29.7% |
| 3Y | -26.4% | +623.1% | -649.5% | -34.8% |
| 5Y | +235.6% | +700.5% | -464.9% | +200.0% |
| All | +235.6% | +688.4% | -452.8% | +200.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling