+256.0%
ELV vs ALM
+1,942.8%
-1,686.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +0.1% |
| 7D | -0.5% | -4.0% | +3.5% | -0.5% |
| 30D | +1.1% | -30.5% | +31.6% | +1.3% |
| 3M | +8.2% | -46.9% | +55.1% | +8.6% |
| 6M | +10.2% | -65.5% | +75.7% | +10.9% |
| YTD | +24.4% | -13.4% | +37.8% | +23.9% |
| 1Y | +33.8% | +9.8% | +24.0% | +32.9% |
| 3Y | -1.4% | +783.1% | -784.5% | -3.8% |
| 5Y | +5.8% | +378.3% | -372.5% | +3.4% |
| All | +256.0% | +1,942.8% | -1,686.9% | +247.6% |
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