+176.8%
AEP vs ELF
+373.0%
-196.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +3.9% | -0.1% |
| 7D | +2.5% | +3.4% | -0.9% | +2.3% |
| 30D | +3.4% | +5.0% | -1.6% | +3.2% |
| 3M | +4.2% | +22.6% | -18.4% | +3.3% |
| 6M | -0.8% | +104.0% | -104.8% | -3.7% |
| YTD | +15.2% | +49.3% | -34.1% | +12.9% |
| 1Y | +8.3% | +46.0% | -37.7% | +6.1% |
| 3Y | +84.2% | +19.4% | +64.8% | +75.5% |
| 5Y | +87.8% | +262.0% | -174.2% | +62.1% |
| 10Y | +204.4% | +320.5% | -116.0% | +145.2% |
| All | +176.8% | +373.0% | -196.2% | +122.4% |
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 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