+1,278.0%
AAPL vs ELV
+278.6%
+999.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.5% | -0.1% | +3.9% |
| 7D | +3.8% | +2.8% | +1.1% | +3.1% |
| 30D | +9.9% | +4.9% | +5.0% | +8.6% |
| 3M | +12.5% | +4.9% | +7.6% | +10.5% |
| 6M | +27.6% | +45.1% | -17.5% | +14.2% |
| YTD | +22.6% | +20.7% | +1.9% | +14.3% |
| 1Y | +45.0% | +35.0% | +10.0% | +30.2% |
| 3Y | +87.8% | -2.4% | +90.2% | +80.1% |
| 5Y | +128.7% | +25.5% | +103.2% | +95.8% |
| All | +1,278.0% | +278.6% | +999.4% | +787.3% |
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