+338.7%
AEM vs ELAN
+99.1%
+239.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.8% |
| 7D | -2.1% | -5.4% | +3.3% | -1.7% |
| 30D | +8.4% | +4.7% | +3.7% | +8.1% |
| 3M | +27.3% | -3.7% | +30.9% | +27.5% |
| 6M | -9.7% | -1.2% | -8.5% | -9.8% |
| YTD | +19.0% | +2.4% | +16.6% | +18.7% |
| 1Y | +31.5% | +23.4% | +8.1% | +30.5% |
| 3Y | +338.7% | +96.7% | +242.0% | +318.5% |
| All | +338.7% | +99.1% | +239.6% | +318.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling