+343.5%
AEM vs ELF
-27.2%
+370.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.4% | +0.5% |
| 7D | +3.0% | -6.8% | +9.8% | +3.2% |
| 30D | +12.5% | +5.1% | +7.4% | +12.3% |
| 3M | +26.9% | +79.8% | -52.8% | +25.4% |
| 6M | -9.4% | +29.7% | -39.2% | -10.1% |
| YTD | +20.3% | +31.6% | -11.4% | +19.3% |
| 1Y | +33.8% | -27.9% | +61.7% | +32.1% |
| All | +343.5% | -27.2% | +370.7% | +305.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling