+358.7%
ALAB vs ELAN
+46.4%
+312.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.4% | -4.8% |
| 7D | +0.6% | -6.4% | +7.0% | +1.8% |
| 30D | -8.8% | +0.6% | -9.4% | -9.0% |
| 3M | -14.0% | 0.0% | -14.0% | -14.6% |
| 6M | +144.3% | -3.4% | +147.7% | +143.6% |
| YTD | +71.0% | +1.0% | +70.0% | +69.9% |
| 1Y | +23.5% | +24.7% | -1.2% | +19.4% |
| All | +358.7% | +46.4% | +312.3% | +288.0% |
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