+165.3%
AEP vs ELF
+357.0%
-191.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.2% |
| 7D | +1.8% | +5.4% | -3.6% | +1.6% |
| 30D | -0.8% | +27.0% | -27.8% | -1.7% |
| 3M | -1.8% | +113.2% | -115.0% | -4.8% |
| 6M | -5.4% | +36.6% | -41.9% | -6.7% |
| YTD | +10.4% | +44.2% | -33.8% | +8.4% |
| 1Y | +18.2% | -18.0% | +36.1% | +18.1% |
| 3Y | +79.0% | -19.9% | +98.9% | +74.8% |
| 5Y | +64.8% | +257.7% | -192.9% | +42.2% |
| All | +165.3% | +357.0% | -191.6% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling