+347.2%
ELF vs AU
+571.7%
-224.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | -0.6% |
| 7D | +6.3% | +15.3% | -9.0% | +5.9% |
| 30D | +8.5% | -0.3% | +8.8% | +8.5% |
| 3M | +24.4% | -2.9% | +27.3% | +24.5% |
| 6M | +94.7% | -10.7% | +105.4% | +94.8% |
| YTD | +55.9% | +14.0% | +41.9% | +55.5% |
| 1Y | +48.4% | +32.5% | +15.9% | +48.0% |
| 3Y | +24.6% | +557.9% | -533.3% | +21.8% |
| 5Y | +285.0% | +441.0% | -156.0% | +273.5% |
| 10Y | +357.2% | +816.9% | -459.7% | +358.9% |
| All | +347.2% | +571.7% | -224.5% | +369.2% |
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