+739.9%
AEP vs ELV
+2,409.5%
-1,669.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | +2.0% | -0.3% | +2.3% | +2.1% |
| 30D | +0.5% | +2.0% | -1.5% | 0.0% |
| 3M | -0.3% | -3.5% | +3.2% | +0.1% |
| 6M | -3.5% | +40.2% | -43.7% | -11.0% |
| YTD | +11.3% | +15.8% | -4.6% | +6.4% |
| 1Y | +20.2% | +33.2% | -12.9% | +11.1% |
| 3Y | +79.8% | -6.2% | +86.0% | +76.6% |
| 5Y | +65.6% | +16.4% | +49.1% | +53.0% |
| 10Y | +169.3% | +259.8% | -90.5% | +84.6% |
| All | +739.9% | +2,409.5% | -1,669.6% | +287.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling