+39.2%
AEM vs ELV
+34.8%
+4.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.0% |
| 7D | -0.5% | +3.3% | -3.8% | -0.8% |
| 30D | +24.0% | +4.2% | +19.9% | +23.5% |
| 3M | +16.1% | -0.1% | +16.2% | +15.8% |
| 6M | -11.6% | +41.3% | -52.9% | -13.9% |
| YTD | +21.5% | +17.4% | +4.1% | +18.7% |
| 1Y | +39.2% | +35.1% | +4.1% | +39.8% |
| All | +39.2% | +34.8% | +4.4% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling