-24.4%
ELF vs AEE
+10.3%
-34.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.8% | -4.7% |
| 7D | -1.2% | +1.3% | -2.5% | -0.9% |
| 30D | +5.9% | -1.2% | +7.2% | +5.6% |
| 3M | +99.5% | +1.0% | +98.5% | +99.4% |
| 6M | +26.5% | -2.3% | +28.8% | +26.0% |
| YTD | +37.2% | +9.1% | +28.0% | +43.1% |
| 1Y | -24.4% | +10.6% | -35.0% | -20.5% |
| All | -24.4% | +10.3% | -34.7% | -20.5% |
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