+38.0%
ELV vs AS
+0.9%
+37.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | +1.3% | +6.9% | -5.6% | +1.2% |
| 30D | +5.3% | +16.0% | -10.7% | +5.1% |
| 3M | +9.2% | -12.8% | +22.1% | +9.3% |
| 6M | +14.5% | -15.4% | +29.9% | +15.0% |
| YTD | +23.2% | -15.7% | +38.9% | +23.7% |
| 1Y | +38.0% | +6.1% | +32.0% | +41.2% |
| All | +38.0% | +0.9% | +37.2% | +41.2% |
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