+272.1%
ELV vs AEIS
+562.2%
-290.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.4% |
| 7D | +2.8% | +2.3% | +0.5% | +2.4% |
| 30D | +4.9% | -14.8% | +19.7% | +7.1% |
| 3M | +4.9% | -15.6% | +20.5% | +6.1% |
| 6M | +45.1% | -8.7% | +53.8% | +43.3% |
| YTD | +20.7% | +37.3% | -16.7% | +10.4% |
| 1Y | +35.0% | +80.3% | -45.3% | +17.0% |
| 3Y | -2.4% | +177.9% | -180.4% | -25.0% |
| 5Y | +25.5% | +235.8% | -210.4% | -11.1% |
| All | +272.1% | +562.2% | -290.1% | +80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling