+17.5%
AEP vs ELF
-31.2%
+48.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.4% | -1.0% |
| 7D | -1.0% | -10.8% | +9.9% | -1.1% |
| 30D | -0.1% | +0.8% | -0.9% | -0.1% |
| 3M | -3.2% | +64.8% | -68.0% | -2.8% |
| 6M | -5.3% | +19.0% | -24.3% | -4.8% |
| YTD | +9.5% | +25.9% | -16.4% | +9.9% |
| 1Y | +17.5% | -28.8% | +46.3% | +17.0% |
| All | +17.5% | -31.2% | +48.7% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling