+255.8%
ELV vs ATI
+961.4%
-705.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.5% |
| 7D | +1.0% | +4.2% | -3.2% | +0.3% |
| 30D | +0.4% | -2.5% | +2.9% | +0.4% |
| 3M | +8.4% | -19.4% | +27.8% | +11.4% |
| 6M | +8.4% | +11.1% | -2.7% | +5.4% |
| YTD | +24.4% | +59.5% | -35.2% | +13.3% |
| 1Y | +33.5% | +85.8% | -52.3% | +18.7% |
| 3Y | -2.1% | +311.9% | -314.0% | -26.8% |
| 5Y | +5.8% | +963.2% | -957.5% | -36.2% |
| All | +255.8% | +961.4% | -705.6% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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