+76.6%
AEP vs ELAN
+99.1%
-22.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.1% |
| 7D | -0.9% | -5.4% | +4.5% | -0.8% |
| 30D | -1.1% | +4.7% | -5.8% | -1.2% |
| 3M | -3.3% | -3.7% | +0.4% | -3.2% |
| 6M | -4.6% | -1.2% | -3.4% | -4.8% |
| YTD | +9.4% | +2.4% | +7.0% | +9.0% |
| 1Y | +16.9% | +23.4% | -6.4% | +15.8% |
| 3Y | +76.6% | +96.7% | -20.1% | +62.8% |
| All | +76.6% | +99.1% | -22.4% | +62.8% |
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 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