-35.9%
AAL vs ELV
+14.8%
-50.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -1.3% | -2.2% | +0.9% | -0.9% |
| 30D | -13.7% | -0.2% | -13.5% | -13.8% |
| 3M | -8.2% | -6.1% | -2.1% | -7.3% |
| 6M | +13.1% | +42.8% | -29.7% | +3.6% |
| YTD | -15.6% | +14.4% | -30.0% | -18.8% |
| 1Y | +1.4% | +28.6% | -27.2% | -5.0% |
| 3Y | -7.4% | -7.4% | 0.0% | -8.8% |
| 5Y | -35.9% | +14.5% | -50.4% | -43.9% |
| All | -35.9% | +14.8% | -50.7% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling