+311.3%
ARM vs ELV
-5.8%
+317.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +3.8% |
| 7D | +11.4% | -0.3% | +11.6% | +11.4% |
| 30D | -7.4% | +2.0% | -9.4% | -7.6% |
| 3M | -24.5% | -3.5% | -21.0% | -24.3% |
| 6M | +128.7% | +40.2% | +88.5% | +119.6% |
| YTD | +139.3% | +15.8% | +123.4% | +132.8% |
| 1Y | +88.0% | +33.2% | +54.8% | +80.7% |
| All | +311.3% | -5.8% | +317.1% | +281.3% |
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