+96.4%
AGG vs ELV
+1,404.7%
-1,308.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -0.6% |
| 7D | -0.9% | +0.4% | -1.4% | -0.9% |
| 30D | -1.0% | +6.7% | -7.7% | -1.0% |
| 3M | -1.3% | +3.0% | -4.2% | -1.3% |
| 6M | -2.1% | +48.0% | -50.0% | -2.0% |
| YTD | -1.2% | +20.0% | -21.3% | -1.2% |
| 1Y | -0.5% | +37.9% | -38.4% | -0.4% |
| 3Y | +12.4% | -2.8% | +15.3% | +12.5% |
| 5Y | -2.4% | +24.8% | -27.2% | -2.3% |
| 10Y | +14.3% | +275.1% | -260.8% | +15.1% |
| All | +96.4% | +1,404.7% | -1,308.3% | +96.1% |
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