-68.5%
AAL vs ELAN
-27.0%
-41.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.9% |
| 7D | -1.3% | -4.6% | +3.3% | +0.6% |
| 30D | -13.7% | +5.7% | -19.4% | -15.8% |
| 3M | -8.2% | -3.9% | -4.3% | -7.2% |
| 6M | +13.1% | -1.6% | +14.7% | +12.2% |
| YTD | -15.6% | +4.1% | -19.7% | -18.4% |
| 1Y | +1.4% | +25.5% | -24.1% | -9.8% |
| 3Y | -7.4% | +103.2% | -110.6% | -40.2% |
| 5Y | -35.9% | -29.8% | -6.2% | -29.1% |
| All | -68.5% | -27.0% | -41.5% | -71.6% |
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