+170.5%
AEP vs ELV
+280.2%
-109.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -0.9% | +3.2% | -4.1% | -1.6% |
| 30D | -1.1% | +5.4% | -6.4% | -2.2% |
| 3M | -3.3% | +5.4% | -8.6% | -4.6% |
| 6M | -4.6% | +45.7% | -50.3% | -12.4% |
| YTD | +9.4% | +21.2% | -11.8% | +3.8% |
| 1Y | +16.9% | +35.6% | -18.7% | +7.9% |
| 3Y | +76.6% | -2.0% | +78.6% | +72.6% |
| 5Y | +66.2% | +26.0% | +40.2% | +51.1% |
| All | +170.5% | +280.2% | -109.7% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling