+256.9%
AG vs ELAN
-29.1%
+286.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -1.9% | -4.3% |
| 7D | -5.8% | -6.4% | +0.6% | -4.5% |
| 30D | +6.4% | +0.6% | +5.8% | +6.3% |
| 3M | +28.4% | 0.0% | +28.4% | +28.1% |
| 6M | -24.5% | -3.4% | -21.0% | -24.4% |
| YTD | +21.2% | +1.0% | +20.2% | +20.6% |
| 1Y | +114.1% | +24.7% | +89.4% | +105.0% |
| 3Y | +268.0% | +97.2% | +170.8% | +212.3% |
| 5Y | +67.3% | -31.5% | +98.8% | +67.4% |
| All | +256.9% | -29.1% | +286.0% | +192.9% |
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