+20.2%
ACN vs ELAN
-28.2%
+48.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +2.0% | +3.1% |
| 7D | -1.5% | -5.4% | +3.9% | -0.4% |
| 30D | +2.1% | +4.7% | -2.6% | +1.0% |
| 3M | +11.1% | -3.7% | +14.8% | +11.4% |
| 6M | -6.8% | -1.2% | -5.7% | -8.3% |
| YTD | -30.0% | +2.4% | -32.4% | -31.8% |
| 1Y | -23.1% | +23.4% | -46.5% | -28.7% |
| 3Y | -40.4% | +96.7% | -137.1% | -54.0% |
| 5Y | -41.6% | -30.6% | -11.0% | -39.4% |
| All | +20.2% | -28.2% | +48.4% | +10.9% |
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