+65.1%
AEP vs ELF
+230.6%
-165.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.6% |
| 7D | +0.9% | -6.8% | +7.7% | +1.0% |
| 30D | +1.5% | +5.1% | -3.6% | +1.4% |
| 3M | -1.7% | +79.8% | -81.4% | -2.4% |
| 6M | -4.0% | +29.7% | -33.8% | -4.4% |
| YTD | +10.6% | +31.6% | -21.0% | +10.1% |
| 1Y | +18.6% | -27.9% | +46.5% | +18.9% |
| 3Y | +78.7% | -26.4% | +105.1% | +75.3% |
| 5Y | +65.1% | +235.6% | -170.5% | +39.6% |
| All | +65.1% | +230.6% | -165.5% | +39.6% |
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