+2,500.0%
ELV vs AU
+826.2%
+1,673.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +3.2% | -4.3% | +7.5% | +3.5% |
| 30D | +5.4% | +7.3% | -1.9% | +4.8% |
| 3M | +5.4% | +26.3% | -21.0% | +3.6% |
| 6M | +45.7% | +1.8% | +43.9% | +44.7% |
| YTD | +21.2% | +26.8% | -5.6% | +18.3% |
| 1Y | +35.6% | +66.7% | -31.1% | +29.8% |
| 3Y | -2.0% | +579.1% | -581.1% | -15.9% |
| 5Y | +26.0% | +689.3% | -663.3% | +5.6% |
| 10Y | +278.7% | +686.6% | -407.9% | +204.5% |
| All | +2,500.0% | +826.2% | +1,673.8% | +1,632.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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