-9.1%
ELV vs AS
+131.9%
-141.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | -1.1% | -3.0% | +1.9% | -1.0% |
| 30D | +1.8% | +9.6% | -7.8% | +1.5% |
| 3M | +10.5% | -8.2% | +18.7% | +10.7% |
| 6M | +13.5% | -9.9% | +23.4% | +13.6% |
| YTD | +24.3% | -16.8% | +41.1% | +24.6% |
| 1Y | +38.9% | +3.0% | +36.0% | +38.5% |
| All | -9.1% | +131.9% | -141.1% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling