+12.5%
AGG vs ELV
-2.1%
+14.6%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -1.1% | +3.2% | -4.3% | -1.1% |
| 30D | -1.1% | +5.4% | -6.5% | -1.2% |
| 3M | -1.9% | +5.4% | -7.3% | -2.0% |
| 6M | -1.7% | +45.7% | -47.4% | -2.1% |
| YTD | -1.3% | +21.2% | -22.5% | -1.5% |
| 1Y | -0.7% | +35.6% | -36.4% | -1.1% |
| 3Y | +12.5% | -2.0% | +14.5% | +13.5% |
| All | +12.5% | -2.1% | +14.6% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling