+273.7%
ELV vs AFL
+303.3%
-29.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | +3.2% | -1.6% | +4.8% | +4.1% |
| 30D | +5.4% | -4.0% | +9.4% | +7.6% |
| 3M | +5.4% | -0.5% | +5.9% | +5.5% |
| 6M | +45.7% | +6.5% | +39.2% | +40.6% |
| YTD | +21.2% | +6.2% | +15.0% | +17.0% |
| 1Y | +35.6% | +8.3% | +27.3% | +29.4% |
| 3Y | -2.0% | +62.5% | -64.5% | -26.3% |
| 5Y | +26.0% | +136.2% | -110.2% | -24.4% |
| All | +273.7% | +303.3% | -29.5% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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