+286.6%
ELF vs AEIS
+350.2%
-63.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -2.9% | -3.7% |
| 7D | +3.4% | +23.2% | -19.9% | -4.0% |
| 30D | +5.0% | -17.0% | +22.0% | +10.0% |
| 3M | +22.6% | -32.2% | +54.7% | +36.4% |
| 6M | +104.0% | -32.6% | +136.5% | +120.4% |
| YTD | +49.3% | +9.4% | +39.9% | +30.2% |
| 1Y | +46.0% | +7.7% | +38.4% | +28.0% |
| 3Y | +19.4% | +157.9% | -138.6% | -26.8% |
| 5Y | +262.0% | +154.8% | +107.3% | +117.4% |
| All | +286.6% | +350.2% | -63.7% | +71.5% |
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