+2,353.8%
ELV vs AEE
+675.2%
+1,678.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.0% |
| 7D | -2.2% | +1.1% | -3.3% | -2.7% |
| 30D | -0.2% | 0.0% | -0.2% | -0.2% |
| 3M | -6.1% | -0.9% | -5.2% | -5.9% |
| 6M | +42.8% | -2.4% | +45.2% | +43.8% |
| YTD | +14.4% | +8.6% | +5.7% | +9.1% |
| 1Y | +28.6% | +10.2% | +18.5% | +21.7% |
| 3Y | -7.4% | +47.8% | -55.2% | -25.8% |
| 5Y | +14.5% | +40.1% | -25.6% | -6.8% |
| 10Y | +257.4% | +195.0% | +62.4% | +96.5% |
| All | +2,353.8% | +675.2% | +1,678.7% | +726.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 all: compounded portfolio wealth divided by compounded AEE 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…
all analysis · Full analysis span regression · 6 months rolling