-2.1%
ELV vs AEIS
+148.8%
-150.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +3.9% | -0.1% |
| 7D | +1.0% | +11.5% | -10.6% | +1.2% |
| 30D | +0.4% | -15.8% | +16.1% | +0.3% |
| 3M | +8.4% | -33.3% | +41.7% | +8.5% |
| 6M | +8.4% | -35.2% | +43.6% | +8.3% |
| YTD | +24.4% | +5.0% | +19.3% | +22.4% |
| 1Y | +33.5% | +8.5% | +25.0% | +31.3% |
| 3Y | -2.1% | +152.9% | -155.0% | -2.1% |
| All | -2.1% | +148.8% | -150.9% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling