+76.6%
AEP vs ELF
-29.5%
+106.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.1% |
| 7D | -0.9% | -11.6% | +10.7% | -1.0% |
| 30D | -1.1% | +4.6% | -5.7% | -1.0% |
| 3M | -3.3% | +59.7% | -63.0% | -3.0% |
| 6M | -4.6% | +21.2% | -25.9% | -4.4% |
| YTD | +9.4% | +27.4% | -18.0% | +9.7% |
| 1Y | +16.9% | -29.8% | +46.7% | +16.9% |
| 3Y | +76.6% | -28.5% | +105.1% | +64.4% |
| All | +76.6% | -29.5% | +106.1% | +64.4% |
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