-18.0%
ELF vs AEE
+8.8%
-26.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +5.4% | +0.3% | +5.0% | +5.4% |
| 30D | +27.0% | -2.3% | +29.3% | +26.3% |
| 3M | +113.2% | +0.2% | +113.0% | +112.7% |
| 6M | +36.6% | -4.7% | +41.3% | +35.0% |
| YTD | +44.2% | +8.1% | +36.1% | +50.6% |
| 1Y | -18.0% | +8.5% | -26.5% | -12.7% |
| All | -18.0% | +8.8% | -26.8% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling