-6.2%
ELV vs ALC
-15.5%
+9.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.0% |
| 7D | -0.3% | -3.7% | +3.4% | +0.4% |
| 30D | +2.0% | -3.7% | +5.7% | +2.6% |
| 3M | -3.5% | +4.6% | -8.0% | -4.5% |
| 6M | +40.2% | -14.6% | +54.8% | +43.9% |
| YTD | +15.8% | -11.9% | +27.7% | +18.2% |
| 1Y | +33.2% | -13.1% | +46.3% | +36.0% |
| 3Y | -6.2% | -15.0% | +8.8% | -0.8% |
| All | -6.2% | -15.5% | +9.3% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling