+163.1%
AEP vs ELF
+299.0%
-135.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.4% | -0.8% |
| 7D | -1.0% | -10.8% | +9.9% | -0.6% |
| 30D | -0.1% | +0.8% | -0.9% | -0.2% |
| 3M | -3.2% | +64.8% | -68.0% | -5.2% |
| 6M | -5.3% | +19.0% | -24.3% | -6.2% |
| YTD | +9.5% | +25.9% | -16.4% | +8.0% |
| 1Y | +17.5% | -28.8% | +46.3% | +18.1% |
| 3Y | +77.0% | -29.6% | +106.6% | +73.7% |
| 5Y | +66.4% | +216.2% | -149.9% | +44.2% |
| All | +163.1% | +299.0% | -135.9% | +112.9% |
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