+24.4%
AA vs ELAN
-27.0%
+51.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.3% |
| 7D | -0.6% | -4.6% | +4.0% | +1.2% |
| 30D | -1.6% | +5.7% | -7.3% | -3.8% |
| 3M | -29.8% | -3.9% | -25.9% | -29.2% |
| 6M | -16.6% | -1.6% | -15.0% | -18.4% |
| YTD | -4.0% | +4.1% | -8.1% | -8.4% |
| 1Y | +63.5% | +25.5% | +38.0% | +43.4% |
| 3Y | +86.8% | +103.2% | -16.4% | +19.6% |
| 5Y | +12.4% | -29.8% | +42.2% | +18.0% |
| All | +24.4% | -27.0% | +51.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling