+350.4%
ELF vs AEE
+196.4%
+154.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.7% | +2.5% |
| 7D | +7.8% | +2.3% | +5.5% | +7.2% |
| 30D | +9.3% | +11.6% | -2.3% | +5.9% |
| 3M | +21.2% | +5.5% | +15.7% | +19.3% |
| 6M | +96.1% | +6.0% | +90.1% | +92.1% |
| YTD | +57.0% | +16.6% | +40.4% | +49.2% |
| 1Y | +61.9% | +12.1% | +49.8% | +55.6% |
| 3Y | +20.0% | +64.2% | -44.2% | +0.6% |
| 5Y | +284.8% | +59.1% | +225.6% | +221.4% |
| 10Y | +364.2% | +210.2% | +154.0% | +226.7% |
| All | +350.4% | +196.4% | +154.0% | +228.1% |
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