-65.0%
AAL vs ELV
+258.8%
-323.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | -1.3% | -2.2% | +0.9% | -0.6% |
| 30D | -13.7% | -0.2% | -13.5% | -13.8% |
| 3M | -8.2% | -6.1% | -2.1% | -6.7% |
| 6M | +13.1% | +42.8% | -29.7% | -2.0% |
| YTD | -15.6% | +14.4% | -30.0% | -21.0% |
| 1Y | +1.4% | +28.6% | -27.2% | -9.5% |
| 3Y | -7.4% | -7.4% | 0.0% | -10.1% |
| 5Y | -35.9% | +14.5% | -50.4% | -45.2% |
| All | -65.0% | +258.8% | -323.8% | -81.6% |
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