+338.3%
ELF vs AU
+565.5%
-227.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.0% | +0.7% | +5.6% |
| 7D | +4.0% | +16.5% | -12.6% | +3.6% |
| 30D | +10.6% | +3.3% | +7.3% | +10.5% |
| 3M | +25.8% | +6.8% | +19.0% | +25.7% |
| 6M | +89.1% | -3.9% | +93.0% | +89.0% |
| YTD | +52.7% | +12.9% | +39.8% | +52.4% |
| 1Y | +51.7% | +43.5% | +8.3% | +51.3% |
| 3Y | +14.2% | +445.5% | -431.3% | +11.7% |
| 5Y | +270.7% | +469.0% | -198.3% | +260.0% |
| 10Y | +341.9% | +698.3% | -356.4% | +347.1% |
| All | +338.3% | +565.5% | -227.2% | +360.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling