+64.5%
ELV vs ALC
+26.4%
+38.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -0.5% | -6.2% | +5.7% | +1.7% |
| 30D | +1.1% | +14.0% | -12.9% | -3.5% |
| 3M | +8.2% | -2.4% | +10.6% | +8.9% |
| 6M | +10.2% | +12.6% | -2.4% | +4.8% |
| YTD | +24.4% | -8.4% | +32.8% | +26.7% |
| 1Y | +33.8% | -9.1% | +43.0% | +36.5% |
| 3Y | -1.4% | -0.3% | -1.1% | -6.2% |
| 5Y | +5.8% | -9.9% | +15.8% | +3.6% |
| All | +64.5% | +26.4% | +38.2% | +17.1% |
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