-6.2%
ELV vs ALM
+2,327.9%
-2,334.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.8% | -10.2% | -1.4% |
| 7D | -0.3% | +8.4% | -8.7% | -0.4% |
| 30D | +2.0% | +34.8% | -32.9% | +1.6% |
| 3M | -3.5% | +16.2% | -19.7% | -3.8% |
| 6M | +40.2% | +2.1% | +38.1% | +39.5% |
| YTD | +15.8% | +117.0% | -101.2% | +14.1% |
| 1Y | +33.2% | +313.9% | -280.7% | +30.8% |
| 3Y | -6.2% | +2,327.9% | -2,334.2% | -5.3% |
| All | -6.2% | +2,327.9% | -2,334.2% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling