+3.2%
AA vs ELAN
-30.9%
+34.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.5% |
| 7D | -3.4% | -5.4% | +2.0% | -1.7% |
| 30D | -5.8% | +4.7% | -10.5% | -7.3% |
| 3M | -29.9% | -3.7% | -26.2% | -29.6% |
| 6M | -27.0% | -1.2% | -25.8% | -28.3% |
| YTD | -8.7% | +2.4% | -11.1% | -11.6% |
| 1Y | +50.6% | +23.4% | +27.3% | +36.2% |
| 3Y | +74.1% | +96.7% | -22.6% | +22.0% |
| All | +3.2% | -30.9% | +34.1% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 5y: compounded portfolio wealth divided by compounded ELAN 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…
5y analysis · Full analysis span regression · 6 months rolling