+273.7%
ELV vs AGI
+392.3%
-118.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | +3.2% | -2.7% | +5.9% | +3.3% |
| 30D | +5.4% | +7.2% | -1.9% | +5.1% |
| 3M | +5.4% | +4.3% | +1.1% | +5.1% |
| 6M | +45.7% | -27.1% | +72.8% | +46.6% |
| YTD | +21.2% | -6.6% | +27.8% | +20.7% |
| 1Y | +35.6% | +9.5% | +26.1% | +34.2% |
| 3Y | -2.0% | +208.4% | -210.5% | -6.3% |
| 5Y | +26.0% | +401.6% | -375.6% | +18.8% |
| All | +273.7% | +392.3% | -118.6% | +266.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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