+1,472.1%
AXTI vs ELV
+280.2%
+1,191.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +5.1% | +3.2% | +1.9% | +4.2% |
| 30D | -17.5% | +5.4% | -22.8% | -18.8% |
| 3M | -26.7% | +5.4% | -32.0% | -27.8% |
| 6M | +36.8% | +45.7% | -8.9% | +23.1% |
| YTD | +296.1% | +21.2% | +274.9% | +271.1% |
| 1Y | +1,810.6% | +35.6% | +1,775.0% | +1,631.3% |
| 3Y | +2,587.6% | -2.0% | +2,589.6% | +2,525.7% |
| 5Y | +601.7% | +26.0% | +575.7% | +518.0% |
| All | +1,472.1% | +280.2% | +1,191.9% | +1,096.6% |
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