+128.1%
AA vs ELV
+258.8%
-130.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | -0.6% | -2.2% | +1.6% | +0.2% |
| 30D | -1.6% | -0.2% | -1.4% | -1.7% |
| 3M | -29.8% | -6.1% | -23.7% | -28.7% |
| 6M | -16.6% | +42.8% | -59.5% | -28.3% |
| YTD | -4.0% | +14.4% | -18.4% | -11.4% |
| 1Y | +63.5% | +28.6% | +34.9% | +43.7% |
| 3Y | +86.8% | -7.4% | +94.2% | +79.6% |
| 5Y | +12.4% | +14.5% | -2.1% | -5.3% |
| All | +128.1% | +258.8% | -130.8% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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