-13.6%
AA vs ELV
+2,444.2%
-2,457.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.4% | -1.4% |
| 7D | -0.7% | +3.3% | -4.0% | -2.0% |
| 30D | +5.0% | +4.2% | +0.8% | +3.0% |
| 3M | -35.8% | -0.1% | -35.8% | -36.4% |
| 6M | -18.4% | +41.3% | -59.6% | -30.7% |
| YTD | -5.5% | +17.4% | -22.9% | -14.5% |
| 1Y | +61.0% | +35.1% | +25.9% | +36.6% |
| 3Y | +66.2% | -3.2% | +69.5% | +55.2% |
| 5Y | +11.4% | +15.6% | -4.2% | -6.2% |
| 10Y | +116.9% | +276.8% | -159.9% | +0.6% |
| All | -13.6% | +2,444.2% | -2,457.8% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling