-2.0%
ELV vs AUR
+84.2%
-86.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.5% |
| 7D | +3.2% | +1.4% | +1.8% | +3.2% |
| 30D | +5.4% | -6.4% | +11.8% | +5.4% |
| 3M | +5.4% | +7.7% | -2.4% | +5.1% |
| 6M | +45.7% | +44.5% | +1.2% | +44.5% |
| YTD | +21.2% | +67.4% | -46.3% | +19.9% |
| 1Y | +35.6% | +15.4% | +20.2% | +34.6% |
| 3Y | -2.0% | +94.8% | -96.9% | -1.8% |
| All | -2.0% | +84.2% | -86.2% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling