+33.4%
AG vs ELAN
+13.9%
+19.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.0% | +6.1% | +7.8% |
| 7D | -2.6% | +11.7% | -14.3% | -7.3% |
| 30D | -12.1% | +12.4% | -24.5% | -16.7% |
| 3M | -6.6% | -1.1% | -5.5% | -6.6% |
| 6M | -20.5% | +12.4% | -32.9% | -26.9% |
| YTD | -7.4% | +11.8% | -19.3% | -13.2% |
| 1Y | +33.4% | +12.5% | +20.9% | +26.3% |
| All | +33.4% | +13.9% | +19.5% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling