+369.5%
ALAB vs ELAN
+48.4%
+321.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.1% |
| 7D | -6.2% | -5.4% | -0.8% | -5.3% |
| 30D | -8.7% | +4.7% | -13.4% | -9.5% |
| 3M | -20.7% | -3.7% | -17.1% | -20.8% |
| 6M | +133.5% | -1.2% | +134.7% | +132.1% |
| YTD | +75.1% | +2.4% | +72.7% | +73.5% |
| 1Y | +25.0% | +23.4% | +1.7% | +21.0% |
| All | +369.5% | +48.4% | +321.1% | +296.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling