+274.4%
ELF vs AU
+466.3%
-191.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.0% | +0.7% | +5.4% |
| 7D | +4.0% | +16.5% | -12.6% | +3.0% |
| 30D | +10.6% | +3.3% | +7.3% | +10.3% |
| 3M | +25.8% | +6.8% | +19.0% | +25.4% |
| 6M | +89.1% | -3.9% | +93.0% | +88.9% |
| YTD | +52.7% | +12.9% | +39.8% | +51.3% |
| 1Y | +51.7% | +43.5% | +8.3% | +49.3% |
| 3Y | +14.2% | +445.5% | -431.3% | +2.1% |
| All | +274.4% | +466.3% | -191.9% | +220.3% |
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