+56.2%
AG vs ELAN
-30.9%
+87.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.3% |
| 7D | -6.7% | -5.4% | -1.3% | -5.5% |
| 30D | +2.2% | +4.7% | -2.5% | +1.1% |
| 3M | +15.7% | -3.7% | +19.4% | +16.3% |
| 6M | -23.8% | -1.2% | -22.6% | -24.2% |
| YTD | +17.6% | +2.4% | +15.3% | +16.5% |
| 1Y | +88.6% | +23.4% | +65.3% | +79.3% |
| 3Y | +253.4% | +96.7% | +156.7% | +189.8% |
| All | +56.2% | -30.9% | +87.1% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling