+35.1%
ELV vs AEIS
+93.3%
-58.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -1.8% |
| 7D | +3.3% | +3.0% | +0.4% | +3.3% |
| 30D | +4.2% | -14.6% | +18.8% | +4.4% |
| 3M | -0.1% | -12.4% | +12.4% | -0.6% |
| 6M | +41.3% | -15.0% | +56.2% | +40.0% |
| YTD | +17.4% | +34.3% | -16.9% | +10.7% |
| 1Y | +35.1% | +87.4% | -52.3% | +17.8% |
| All | +35.1% | +93.3% | -58.3% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling