+2,353.8%
ELV vs AFL
+1,428.3%
+925.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | -2.2% | -2.1% | -0.1% | -1.5% |
| 30D | -0.2% | -5.4% | +5.2% | +1.7% |
| 3M | -6.1% | -0.3% | -5.9% | -6.1% |
| 6M | +42.8% | +5.2% | +37.6% | +40.2% |
| YTD | +14.4% | +5.7% | +8.7% | +12.0% |
| 1Y | +28.6% | +10.2% | +18.4% | +24.0% |
| 3Y | -7.4% | +63.4% | -70.8% | -22.7% |
| 5Y | +14.5% | +133.0% | -118.5% | -15.8% |
| 10Y | +257.4% | +299.5% | -42.1% | +117.5% |
| All | +2,353.8% | +1,428.3% | +925.6% | +738.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling