-30.4%
ELAN vs ACI
-39.5%
+9.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.9% | +0.9% |
| 7D | -5.4% | -3.7% | -1.7% | -4.9% |
| 30D | +4.7% | +0.6% | +4.1% | +4.6% |
| 3M | -3.7% | -20.3% | +16.7% | -0.9% |
| 6M | -1.2% | -24.7% | +23.5% | +2.2% |
| YTD | +2.4% | -27.2% | +29.6% | +6.3% |
| 1Y | +23.4% | -32.7% | +56.1% | +29.8% |
| 3Y | +96.7% | -43.9% | +140.6% | +112.4% |
| All | -30.4% | -39.5% | +9.1% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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