+273.7%
ELV vs ALM
+2,589.2%
-2,315.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +0.6% |
| 7D | +3.2% | -11.8% | +15.0% | +3.3% |
| 30D | +5.4% | +7.8% | -2.4% | +5.2% |
| 3M | +5.4% | -9.3% | +14.6% | +5.3% |
| 6M | +45.7% | -30.5% | +76.2% | +45.7% |
| YTD | +21.2% | +75.8% | -54.6% | +20.0% |
| 1Y | +35.6% | +241.2% | -205.6% | +33.6% |
| 3Y | -2.0% | +1,872.6% | -1,874.6% | -5.1% |
| 5Y | +26.0% | +849.6% | -823.6% | +22.5% |
| All | +273.7% | +2,589.2% | -2,315.5% | +258.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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