+357.2%
ELF vs AEIS
+347.9%
+9.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | +6.3% | -6.9% | +13.2% | +8.1% |
| 30D | +8.5% | -23.2% | +31.7% | +16.9% |
| 3M | +24.4% | -29.5% | +53.9% | +36.4% |
| 6M | +94.7% | -37.9% | +132.6% | +116.9% |
| YTD | +55.9% | +6.0% | +49.9% | +37.4% |
| 1Y | +48.4% | +1.2% | +47.2% | +33.0% |
| 3Y | +24.6% | +150.0% | -125.3% | -22.8% |
| 5Y | +285.0% | +141.9% | +143.2% | +135.0% |
| 10Y | +357.2% | +356.2% | +1.1% | +97.1% |
| All | +357.2% | +347.9% | +9.3% | +97.1% |
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