-7.5%
ELV vs AIG
+33.4%
-40.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.7% | -1.4% |
| 7D | -2.2% | -1.4% | -0.8% | -1.8% |
| 30D | -0.2% | -3.3% | +3.1% | +0.7% |
| 3M | -6.1% | +2.2% | -8.3% | -6.6% |
| 6M | +42.8% | -2.1% | +44.9% | +43.4% |
| YTD | +14.4% | -11.2% | +25.6% | +17.5% |
| 1Y | +28.6% | -2.1% | +30.7% | +28.2% |
| All | -7.5% | +33.4% | -40.9% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 3y: compounded portfolio wealth divided by compounded AIG 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…
3y analysis · Full analysis span regression · 6 months rolling