-68.4%
AAL vs ELAN
-28.2%
-40.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +0.7% |
| 7D | -0.9% | -5.4% | +4.5% | +1.3% |
| 30D | -12.9% | +4.7% | -17.6% | -14.6% |
| 3M | -11.2% | -3.7% | -7.5% | -10.5% |
| 6M | +17.8% | -1.2% | +19.0% | +16.7% |
| YTD | -15.1% | +2.4% | -17.5% | -17.5% |
| 1Y | +0.5% | +23.4% | -22.9% | -10.0% |
| 3Y | -7.7% | +96.7% | -104.4% | -39.5% |
| 5Y | -31.3% | -30.6% | -0.8% | -23.8% |
| All | -68.4% | -28.2% | -40.2% | -71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling