+277.9%
AEM vs ELF
+373.0%
-95.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -4.0% |
| 7D | -5.6% | +3.4% | -9.0% | -5.7% |
| 30D | -3.9% | +5.0% | -8.8% | -4.0% |
| 3M | -3.4% | +22.6% | -26.0% | -3.8% |
| 6M | -9.0% | +104.0% | -113.0% | -9.9% |
| YTD | +5.9% | +49.3% | -43.4% | +5.2% |
| 1Y | +4.0% | +46.0% | -42.1% | +3.3% |
| 3Y | +298.8% | +19.4% | +279.4% | +295.6% |
| 5Y | +250.7% | +262.0% | -11.3% | +244.0% |
| 10Y | +405.9% | +320.5% | +85.5% | +389.0% |
| All | +277.9% | +373.0% | -95.1% | +265.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling