-14.2%
ELV vs AS
+120.4%
-134.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.3% | -1.8% |
| 7D | +3.3% | -4.9% | +8.2% | +3.4% |
| 30D | +4.2% | -19.6% | +23.8% | +4.6% |
| 3M | -0.1% | -14.4% | +14.3% | +0.2% |
| 6M | +41.3% | -20.1% | +61.4% | +41.8% |
| YTD | +17.4% | -20.9% | +38.4% | +17.9% |
| 1Y | +35.1% | -21.9% | +56.9% | +35.5% |
| All | -14.2% | +120.4% | -134.5% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling