+101.1%
AKAM vs ELV
+280.2%
-179.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.5% | +3.2% | -1.7% | +0.7% |
| 30D | -13.0% | +5.4% | -18.4% | -14.1% |
| 3M | -19.4% | +5.4% | -24.7% | -20.5% |
| 6M | +0.3% | +45.7% | -45.4% | -7.8% |
| YTD | +22.4% | +21.2% | +1.2% | +16.2% |
| 1Y | +34.8% | +35.6% | -0.8% | +24.6% |
| 3Y | +1.9% | -2.0% | +4.0% | -0.3% |
| 5Y | -4.6% | +26.0% | -30.6% | -13.1% |
| All | +101.1% | +280.2% | -179.1% | +37.7% |
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