+301.7%
ELF vs AEIS
+332.3%
-30.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.0% | +7.9% | +5.3% |
| 7D | +1.6% | +11.5% | -9.9% | -2.4% |
| 30D | +9.1% | -15.8% | +24.9% | +13.7% |
| 3M | +28.2% | -33.3% | +61.5% | +43.3% |
| 6M | +119.5% | -35.2% | +154.7% | +140.3% |
| YTD | +55.2% | +5.0% | +50.1% | +37.1% |
| 1Y | +58.6% | +8.5% | +50.1% | +38.1% |
| 3Y | +21.3% | +152.9% | -131.6% | -25.2% |
| 5Y | +276.2% | +144.6% | +131.6% | +128.9% |
| All | +301.7% | +332.3% | -30.6% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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