+293.6%
ELF vs AEIS
+534.0%
-240.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.8% | -7.7% | -5.9% |
| 7D | -1.2% | +8.1% | -9.3% | -3.9% |
| 30D | +5.9% | -11.1% | +17.0% | +9.6% |
| 3M | +99.5% | -5.6% | +105.2% | +96.6% |
| 6M | +26.5% | -0.6% | +27.2% | +20.0% |
| YTD | +37.2% | +38.0% | -0.9% | +12.9% |
| 1Y | -24.4% | +87.2% | -111.6% | -45.0% |
| 3Y | -23.3% | +179.7% | -203.0% | -53.2% |
| 5Y | +245.2% | +241.7% | +3.4% | +92.0% |
| All | +293.6% | +534.0% | -240.3% | +65.9% |
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