+39.9%
ELV vs AS
+3.3%
+36.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.1% | -0.2% | +4.8% |
| 7D | +4.8% | +13.8% | -9.0% | +4.5% |
| 30D | +10.1% | +16.7% | -6.6% | +9.8% |
| 3M | +15.4% | -11.5% | +26.9% | +15.5% |
| 6M | +17.7% | -5.5% | +23.2% | +17.5% |
| YTD | +25.7% | -14.2% | +39.9% | +26.1% |
| 1Y | +39.9% | +2.1% | +37.8% | +40.7% |
| All | +39.9% | +3.3% | +36.5% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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