+1,357.6%
ELV vs AGI
+5,381.0%
-4,023.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | -0.3% | +4.4% | -4.7% | -0.4% |
| 30D | +2.0% | +10.0% | -8.0% | +1.7% |
| 3M | -3.5% | +1.7% | -5.2% | -3.6% |
| 6M | +40.2% | -26.8% | +67.0% | +41.1% |
| YTD | +15.8% | -5.3% | +21.2% | +15.5% |
| 1Y | +33.2% | +11.5% | +21.7% | +32.0% |
| 3Y | -6.2% | +212.9% | -219.2% | -10.1% |
| 5Y | +16.4% | +388.8% | -372.4% | +9.9% |
| 10Y | +259.8% | +383.6% | -123.8% | +235.1% |
| All | +1,357.6% | +5,381.0% | -4,023.4% | +1,084.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling