+177.4%
AEP vs ELF
+391.6%
-214.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | +0.1% |
| 7D | +2.9% | +1.6% | +1.3% | +2.8% |
| 30D | +3.2% | +9.1% | -5.9% | +2.8% |
| 3M | +3.8% | +28.2% | -24.4% | +2.8% |
| 6M | +2.5% | +119.5% | -117.0% | -0.8% |
| YTD | +15.5% | +55.2% | -39.7% | +12.9% |
| 1Y | +9.6% | +58.6% | -49.0% | +7.1% |
| 3Y | +91.2% | +21.3% | +69.9% | +82.2% |
| 5Y | +88.2% | +276.2% | -188.0% | +62.2% |
| 10Y | +205.1% | +337.0% | -131.9% | +145.4% |
| All | +177.4% | +391.6% | -214.2% | +122.6% |
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