+351.7%
ELF vs AEIS
+311.8%
+39.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.1% | -0.4% | +3.6% |
| 7D | +4.0% | -11.3% | +15.3% | +7.5% |
| 30D | +10.6% | -32.6% | +43.2% | +24.8% |
| 3M | +25.8% | -39.2% | +65.0% | +45.5% |
| 6M | +89.1% | -45.4% | +134.4% | +120.5% |
| YTD | +52.7% | -5.8% | +58.5% | +40.5% |
| 1Y | +51.7% | -10.0% | +61.7% | +42.0% |
| 3Y | +14.2% | +121.2% | -106.9% | -26.2% |
| 5Y | +270.7% | +110.6% | +160.1% | +137.6% |
| All | +351.7% | +311.8% | +39.9% | +101.6% |
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