+41.6%
AA vs ELV
+268.6%
-227.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | +0.5% | +1.0% | -0.5% | +0.1% |
| 30D | -0.6% | +0.4% | -1.0% | -1.0% |
| 3M | -19.7% | +8.4% | -28.0% | -22.5% |
| 6M | -41.6% | +8.4% | -50.0% | -44.2% |
| YTD | -24.6% | +24.4% | -49.0% | -32.8% |
| 1Y | +4.9% | +33.5% | -28.6% | -9.3% |
| 3Y | +66.8% | -2.1% | +68.9% | +57.1% |
| 5Y | -19.4% | +5.8% | -25.2% | -28.5% |
| All | +41.6% | +268.6% | -227.0% | -30.0% |
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