+28.6%
ELV vs AR
+21.2%
+7.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -2.2% | -1.2% | -1.0% | -2.1% |
| 30D | -0.2% | +5.5% | -5.7% | -0.6% |
| 3M | -6.1% | +12.9% | -19.0% | -7.0% |
| 6M | +42.8% | +0.1% | +42.7% | +41.7% |
| YTD | +14.4% | +13.5% | +0.9% | +12.5% |
| 1Y | +28.6% | +21.6% | +7.0% | +25.9% |
| All | +28.6% | +21.2% | +7.5% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling