+2,419.4%
ELV vs ALB
+1,718.0%
+701.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.7% | -0.9% |
| 7D | +3.3% | -8.1% | +11.4% | +4.9% |
| 30D | +4.2% | +6.3% | -2.1% | +2.8% |
| 3M | -0.1% | -23.6% | +23.5% | +4.5% |
| 6M | +41.3% | -24.6% | +65.9% | +46.7% |
| YTD | +17.4% | -10.3% | +27.7% | +16.8% |
| 1Y | +35.1% | +61.5% | -26.4% | +17.7% |
| 3Y | -3.2% | -34.0% | +30.7% | -4.7% |
| 5Y | +15.6% | -44.6% | +60.2% | +11.3% |
| 10Y | +276.8% | +76.1% | +200.7% | +133.3% |
| All | +2,419.4% | +1,718.0% | +701.4% | +599.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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