+439.9%
AG vs ELV
+610.7%
-170.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.7% |
| 7D | +4.5% | -0.3% | +4.8% | +4.6% |
| 30D | +12.9% | +2.0% | +10.9% | +12.3% |
| 3M | +20.9% | -3.5% | +24.4% | +21.7% |
| 6M | -19.5% | +40.2% | -59.7% | -26.0% |
| YTD | +24.8% | +15.8% | +9.0% | +19.4% |
| 1Y | +120.2% | +33.2% | +87.1% | +103.7% |
| 3Y | +279.0% | -6.2% | +285.2% | +273.2% |
| 5Y | +67.9% | +16.4% | +51.5% | +56.5% |
| 10Y | +57.5% | +259.8% | -202.3% | -0.1% |
| All | +439.9% | +610.7% | -170.8% | +129.1% |
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 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