+293.6%
ELF vs AEE
+177.4%
+116.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.8% | -5.2% |
| 7D | -1.2% | +1.3% | -2.5% | -1.5% |
| 30D | +5.9% | -1.2% | +7.2% | +6.2% |
| 3M | +99.5% | +1.0% | +98.5% | +98.5% |
| 6M | +26.5% | -2.3% | +28.8% | +26.8% |
| YTD | +37.2% | +9.1% | +28.0% | +32.9% |
| 1Y | -24.4% | +10.6% | -35.0% | -27.3% |
| 3Y | -23.3% | +48.5% | -71.8% | -33.8% |
| 5Y | +245.2% | +39.9% | +205.3% | +200.7% |
| All | +293.6% | +177.4% | +116.2% | +192.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling