-31.9%
ELAN vs ACGL
+240.9%
-272.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +1.0% |
| 7D | +1.6% | -0.7% | +2.4% | +1.9% |
| 30D | -6.6% | -1.0% | -5.6% | -6.2% |
| 3M | -0.8% | +11.0% | -11.9% | -5.2% |
| 6M | +0.2% | -0.3% | +0.6% | -0.3% |
| YTD | +8.3% | +2.3% | +6.0% | +6.4% |
| 1Y | +40.2% | +6.4% | +33.9% | +35.2% |
| 3Y | +97.7% | +34.0% | +63.8% | +66.0% |
| 5Y | -28.3% | +161.6% | -189.9% | -58.3% |
| All | -31.9% | +240.9% | -272.9% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling