+7.3%
ELV vs ABCL
-21.8%
+29.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.7% | -8.2% | -1.6% |
| 7D | +1.3% | -3.2% | +4.5% | +1.4% |
| 30D | +5.3% | -7.4% | +12.7% | +5.3% |
| 3M | +9.2% | +81.9% | -72.7% | +7.8% |
| 6M | +14.5% | +135.7% | -121.2% | +12.4% |
| YTD | +23.2% | +247.4% | -224.2% | +19.8% |
| 1Y | +38.0% | +162.3% | -124.2% | +34.8% |
| 3Y | -1.5% | +165.5% | -167.0% | -3.9% |
| All | +7.3% | -21.8% | +29.1% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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