+21.7%
ELV vs AGI
+400.3%
-378.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.6% | +8.1% | +5.6% |
| 7D | +2.8% | -2.7% | +5.5% | +2.9% |
| 30D | +4.9% | +7.2% | -2.3% | +4.4% |
| 3M | +4.9% | +4.3% | +0.6% | +4.3% |
| 6M | +45.1% | -27.1% | +72.2% | +46.9% |
| YTD | +20.7% | -6.6% | +27.3% | +19.3% |
| 1Y | +35.0% | +9.5% | +25.5% | +31.3% |
| 3Y | -2.4% | +208.4% | -210.9% | -14.4% |
| All | +21.7% | +400.3% | -378.6% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling