-11.5%
ELV vs AS
+142.2%
-153.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.9% | -1.8% |
| 7D | +1.1% | +5.8% | -4.7% | +1.0% |
| 30D | +1.3% | +15.4% | -14.0% | +1.0% |
| 3M | +6.6% | -11.9% | +18.5% | +6.8% |
| 6M | +11.6% | -9.9% | +21.5% | +11.7% |
| YTD | +21.1% | -13.1% | +34.2% | +21.2% |
| 1Y | +34.2% | +9.9% | +24.3% | +33.6% |
| All | -11.5% | +142.2% | -153.7% | -14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling