-16.7%
ELAN vs ACGL
+173.3%
-190.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +4.0% | +2.2% | +1.9% | +3.6% |
| 30D | +18.8% | +12.3% | +6.5% | +15.9% |
| 3M | +19.0% | +11.8% | +7.2% | +16.2% |
| 6M | +22.8% | +17.5% | +5.4% | +18.4% |
| YTD | +18.3% | +14.3% | +4.1% | +14.6% |
| 1Y | +21.8% | +18.2% | +3.6% | +17.0% |
| 3Y | +153.8% | +33.2% | +120.7% | +134.3% |
| All | -16.7% | +173.3% | -190.0% | -46.5% |
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