-44.0%
ACHR vs ELAN
-24.5%
-19.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +1.9% |
| 7D | -2.3% | -5.4% | +3.2% | -0.3% |
| 30D | -11.3% | +4.7% | -16.0% | -12.9% |
| 3M | +5.3% | -3.7% | +8.9% | +5.4% |
| 6M | -13.2% | -1.2% | -12.0% | -14.5% |
| YTD | -25.8% | +2.4% | -28.2% | -27.7% |
| 1Y | -34.3% | +23.4% | -57.7% | -40.4% |
| 3Y | -19.9% | +96.7% | -116.6% | -44.2% |
| 5Y | -42.7% | -30.6% | -12.1% | -46.9% |
| All | -44.0% | -24.5% | -19.6% | -46.8% |
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