+272.1%
ELV vs AME
+445.1%
-172.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | +4.4% |
| 7D | +2.8% | +1.7% | +1.0% | +2.0% |
| 30D | +4.9% | -6.4% | +11.3% | +8.1% |
| 3M | +4.9% | +7.1% | -2.2% | +1.0% |
| 6M | +45.1% | +8.2% | +36.9% | +38.3% |
| YTD | +20.7% | +18.2% | +2.5% | +9.7% |
| 1Y | +35.0% | +26.7% | +8.3% | +17.9% |
| 3Y | -2.4% | +60.7% | -63.1% | -27.6% |
| 5Y | +25.5% | +91.6% | -66.1% | -18.1% |
| All | +272.1% | +445.1% | -172.9% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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