+252.7%
ELV vs ATI
+1,203.1%
-950.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -2.2% | +2.4% | -4.6% | -2.6% |
| 30D | -0.2% | -9.5% | +9.3% | +1.3% |
| 3M | -6.1% | +10.4% | -16.5% | -8.0% |
| 6M | +42.8% | +31.8% | +11.0% | +35.5% |
| YTD | +14.4% | +80.0% | -65.6% | +2.9% |
| 1Y | +28.6% | +175.8% | -147.2% | +7.5% |
| 3Y | -7.4% | +364.2% | -371.6% | -31.8% |
| 5Y | +14.5% | +1,076.9% | -1,062.4% | -31.7% |
| All | +252.7% | +1,203.1% | -950.4% | +79.6% |
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