+64.4%
ELV vs ALC
+27.5%
+36.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.7% |
| 7D | -1.1% | -6.3% | +5.2% | +1.1% |
| 30D | +1.8% | +12.6% | -10.9% | -2.5% |
| 3M | +10.5% | -3.8% | +14.3% | +11.8% |
| 6M | +13.5% | +16.8% | -3.4% | +6.5% |
| YTD | +24.3% | -7.6% | +31.9% | +26.2% |
| 1Y | +38.9% | -5.9% | +44.8% | +39.9% |
| 3Y | -1.5% | +0.6% | -2.0% | -6.5% |
| 5Y | +7.3% | -9.5% | +16.7% | +4.9% |
| All | +64.4% | +27.5% | +36.9% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling