+333.7%
AEM vs ELF
+357.0%
-23.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.2% |
| 7D | -0.5% | +5.4% | -5.9% | -0.6% |
| 30D | +24.0% | +27.0% | -3.0% | +23.6% |
| 3M | +16.1% | +113.2% | -97.1% | +15.0% |
| 6M | -11.6% | +36.6% | -48.2% | -12.1% |
| YTD | +21.5% | +44.2% | -22.7% | +20.8% |
| 1Y | +39.2% | -18.0% | +57.2% | +38.4% |
| 3Y | +347.4% | -19.9% | +367.4% | +345.1% |
| 5Y | +290.1% | +257.7% | +32.4% | +282.9% |
| All | +333.7% | +357.0% | -23.3% | +320.1% |
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