-27.6%
AAL vs ELV
+630.4%
-658.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.0% |
| 7D | -0.1% | +1.0% | -1.0% | -0.7% |
| 30D | +11.7% | +0.4% | +11.3% | +11.3% |
| 3M | -12.5% | +8.4% | -20.9% | -16.8% |
| 6M | +3.6% | +8.4% | -4.8% | -2.8% |
| YTD | -14.1% | +24.4% | -38.5% | -26.4% |
| 1Y | +0.8% | +33.5% | -32.7% | -17.3% |
| 3Y | +11.8% | -2.1% | +13.9% | +2.0% |
| 5Y | -35.1% | +5.8% | -40.9% | -45.7% |
| 10Y | -68.3% | +268.9% | -337.2% | -90.0% |
| All | -27.6% | +630.4% | -658.0% | -90.5% |
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