-31.5%
ELAN vs ACGL
+154.3%
-185.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -6.4% | -3.6% | -2.8% | -5.7% |
| 30D | +0.6% | -2.1% | +2.7% | +1.0% |
| 3M | 0.0% | +5.4% | -5.4% | -1.3% |
| 6M | -3.4% | 0.0% | -3.4% | -3.7% |
| YTD | +1.0% | +0.3% | +0.7% | +0.6% |
| 1Y | +24.7% | +6.2% | +18.5% | +22.3% |
| 3Y | +97.2% | +30.9% | +66.3% | +78.8% |
| 5Y | -31.5% | +159.8% | -191.3% | -54.5% |
| All | -31.5% | +154.3% | -185.8% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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