+14.9%
ACN vs ELAN
-27.0%
+41.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.4% |
| 7D | -6.3% | -4.6% | -1.8% | -5.4% |
| 30D | -1.4% | +5.7% | -7.1% | -2.6% |
| 3M | +2.6% | -3.9% | +6.4% | +2.8% |
| 6M | -14.3% | -1.6% | -12.7% | -15.5% |
| YTD | -33.1% | +4.1% | -37.2% | -35.1% |
| 1Y | -28.8% | +25.5% | -54.3% | -34.1% |
| 3Y | -43.0% | +103.2% | -146.1% | -56.4% |
| 5Y | -44.0% | -29.8% | -14.2% | -42.0% |
| All | +14.9% | -27.0% | +41.9% | +5.7% |
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