+250.4%
APP vs ELAN
-19.1%
+269.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +10.6% | +11.9% | -1.4% | +5.3% |
| 30D | +44.6% | +18.3% | +26.3% | +33.1% |
| 3M | +29.6% | +19.7% | +9.9% | +18.3% |
| 6M | -19.8% | +23.7% | -43.4% | -28.8% |
| YTD | -41.6% | +17.1% | -58.7% | -48.1% |
| 1Y | -32.7% | +20.2% | -52.9% | -41.3% |
| 3Y | +799.0% | +148.1% | +650.9% | +349.8% |
| 5Y | +250.4% | -19.8% | +270.1% | +401.7% |
| All | +250.4% | -19.1% | +269.4% | +401.7% |
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