+313.8%
ELF vs AEE
+174.8%
+139.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +5.4% | +0.3% | +5.0% | +5.3% |
| 30D | +27.0% | -2.3% | +29.3% | +27.7% |
| 3M | +113.2% | +0.2% | +113.0% | +112.4% |
| 6M | +36.6% | -4.7% | +41.3% | +37.9% |
| YTD | +44.2% | +8.1% | +36.1% | +40.1% |
| 1Y | -18.0% | +8.5% | -26.5% | -20.7% |
| 3Y | -19.9% | +48.9% | -68.8% | -31.0% |
| 5Y | +257.7% | +39.9% | +217.8% | +211.2% |
| All | +313.8% | +174.8% | +139.1% | +208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling