+75.9%
AG vs ELV
+13.8%
+62.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.3% | +2.4% |
| 7D | -0.1% | -2.2% | +2.1% | +0.4% |
| 30D | +12.5% | -0.2% | +12.7% | +12.4% |
| 3M | +28.2% | -6.1% | +34.3% | +29.7% |
| 6M | -18.8% | +42.8% | -61.7% | -25.9% |
| YTD | +27.4% | +14.4% | +13.0% | +21.9% |
| 1Y | +132.2% | +28.6% | +103.6% | +115.6% |
| 3Y | +286.9% | -7.4% | +294.3% | +285.0% |
| All | +75.9% | +13.8% | +62.1% | +60.1% |
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