+61.6%
AG vs ELV
+280.2%
-218.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.5% | -3.0% |
| 7D | -6.7% | +3.2% | -9.9% | -7.2% |
| 30D | +2.2% | +5.4% | -3.2% | +1.2% |
| 3M | +15.7% | +5.4% | +10.3% | +14.5% |
| 6M | -23.8% | +45.7% | -69.5% | -28.6% |
| YTD | +17.6% | +21.2% | -3.6% | +13.1% |
| 1Y | +88.6% | +35.6% | +53.0% | +78.0% |
| 3Y | +253.4% | -2.0% | +255.4% | +248.1% |
| 5Y | +62.4% | +26.0% | +36.4% | +55.5% |
| All | +61.6% | +280.2% | -218.6% | +15.4% |
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