+18.9%
ELV vs AEIS
+233.3%
-214.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -1.2% |
| 7D | -2.2% | +6.5% | -8.7% | -2.5% |
| 30D | -0.2% | -9.2% | +9.0% | +0.1% |
| 3M | -6.1% | -8.3% | +2.2% | -6.3% |
| 6M | +42.8% | -6.3% | +49.2% | +41.7% |
| YTD | +14.4% | +36.5% | -22.1% | +10.8% |
| 1Y | +28.6% | +84.8% | -56.2% | +22.2% |
| 3Y | -7.4% | +176.6% | -184.0% | -15.6% |
| All | +18.9% | +233.3% | -214.4% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling