+2,568.1%
ELV vs AEIS
+1,032.3%
+1,535.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +3.9% | +0.5% |
| 7D | +1.0% | +11.5% | -10.6% | -0.6% |
| 30D | +0.4% | -15.8% | +16.1% | +1.8% |
| 3M | +8.4% | -33.3% | +41.7% | +12.9% |
| 6M | +8.4% | -35.2% | +43.6% | +11.8% |
| YTD | +24.4% | +5.0% | +19.3% | +18.6% |
| 1Y | +33.5% | +8.5% | +25.0% | +26.6% |
| 3Y | -2.1% | +152.9% | -155.0% | -20.6% |
| 5Y | +5.8% | +144.6% | -138.8% | -15.7% |
| 10Y | +268.9% | +337.1% | -68.2% | +154.2% |
| All | +2,568.1% | +1,032.3% | +1,535.8% | +1,227.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling