+6.4%
ELV vs AUR
-35.0%
+41.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -2.2% | +11.1% | -13.3% | -2.3% |
| 30D | -0.2% | -6.9% | +6.7% | -0.1% |
| 3M | -6.1% | +5.5% | -11.6% | -6.2% |
| 6M | +42.8% | +41.0% | +1.8% | +41.9% |
| YTD | +14.4% | +69.3% | -54.9% | +13.4% |
| 1Y | +28.6% | +14.0% | +14.6% | +27.9% |
| 3Y | -7.4% | +90.1% | -97.5% | -8.6% |
| 5Y | +14.5% | -34.4% | +48.9% | +13.4% |
| All | +6.4% | -35.0% | +41.4% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling