+7.3%
ELV vs ALM
+454.9%
-447.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -7.2% | +10.0% | +2.8% |
| 7D | +3.8% | -6.3% | +10.2% | +3.9% |
| 30D | +4.1% | -31.4% | +35.5% | +4.5% |
| 3M | +8.5% | -40.6% | +49.1% | +9.0% |
| 6M | +14.6% | -58.6% | +73.2% | +15.4% |
| YTD | +24.4% | -7.6% | +32.0% | +23.1% |
| 1Y | +44.2% | +13.8% | +30.4% | +42.2% |
| 3Y | -1.4% | +842.1% | -843.6% | -6.3% |
| All | +7.3% | +454.9% | -447.5% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling