+2,567.9%
ELV vs ALB
+1,271.3%
+1,296.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.2% | +7.0% | +3.5% |
| 7D | +3.8% | +5.3% | -1.4% | +2.8% |
| 30D | +4.1% | -6.3% | +10.4% | +5.2% |
| 3M | +8.5% | -27.4% | +35.9% | +14.6% |
| 6M | +14.6% | -53.1% | +67.7% | +30.7% |
| YTD | +24.4% | -32.3% | +56.7% | +29.9% |
| 1Y | +44.2% | -7.3% | +51.5% | +41.1% |
| 3Y | -1.4% | -14.9% | +13.5% | -10.0% |
| 5Y | +8.8% | -62.0% | +70.8% | +13.3% |
| 10Y | +268.4% | +33.0% | +235.4% | +139.9% |
| All | +2,567.9% | +1,271.3% | +1,296.6% | +678.2% |
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