+316.6%
AEM vs ELF
+299.0%
+17.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | -2.8% |
| 7D | -5.0% | -10.8% | +5.8% | -4.9% |
| 30D | +8.5% | +0.8% | +7.6% | +8.4% |
| 3M | +29.3% | +64.8% | -35.5% | +28.5% |
| 6M | -12.9% | +19.0% | -31.9% | -13.2% |
| YTD | +16.8% | +25.9% | -9.2% | +16.3% |
| 1Y | +29.8% | -28.8% | +58.6% | +29.4% |
| 3Y | +336.7% | -29.6% | +366.3% | +335.4% |
| 5Y | +299.9% | +216.2% | +83.7% | +293.3% |
| All | +316.6% | +299.0% | +17.6% | +304.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling