+62.3%
EL vs ADVB
-97.4%
+159.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | +0.2% |
| 7D | +7.6% | -4.1% | +11.7% | +7.7% |
| 30D | +15.7% | -60.3% | +75.9% | +16.4% |
| 3M | +30.5% | -73.3% | +103.9% | +31.6% |
| 6M | +32.5% | -65.9% | +98.5% | +30.4% |
| YTD | +9.4% | -63.9% | +73.3% | +7.2% |
| 1Y | +28.4% | -74.1% | +102.5% | +26.9% |
| All | +62.3% | -97.4% | +159.6% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 5y: compounded portfolio wealth divided by compounded ADVB 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…
5y analysis · Full analysis span regression · 6 months rolling