+87.8%
AEP vs ELF
+264.1%
-176.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +3.9% | -0.2% |
| 7D | +2.5% | +3.4% | -0.9% | +2.4% |
| 30D | +3.4% | +5.0% | -1.6% | +3.3% |
| 3M | +4.2% | +22.6% | -18.4% | +4.0% |
| 6M | -0.8% | +104.0% | -104.8% | -1.6% |
| YTD | +15.2% | +49.3% | -34.1% | +14.6% |
| 1Y | +8.3% | +46.0% | -37.7% | +7.7% |
| 3Y | +84.2% | +19.4% | +64.8% | +76.9% |
| 5Y | +87.8% | +262.0% | -174.2% | +60.1% |
| All | +87.8% | +264.1% | -176.3% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling