+255.8%
ELV vs ALM
+2,100.8%
-1,845.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.8% | -0.1% |
| 7D | +1.0% | +1.2% | -0.3% | +0.9% |
| 30D | +0.4% | -19.3% | +19.7% | +0.5% |
| 3M | +8.4% | -40.6% | +49.0% | +8.7% |
| 6M | +8.4% | -57.9% | +66.3% | +8.9% |
| YTD | +24.4% | -6.7% | +31.1% | +23.8% |
| 1Y | +33.5% | +20.2% | +13.3% | +32.5% |
| 3Y | -2.1% | +879.4% | -881.5% | -4.5% |
| 5Y | +5.8% | +415.3% | -409.5% | +3.3% |
| All | +255.8% | +2,100.8% | -1,845.0% | +247.2% |
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