+11.3%
ELAN vs ACI
+18.9%
-7.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.5% |
| 7D | -4.6% | -5.0% | +0.5% | -4.0% |
| 30D | +5.7% | -2.3% | +8.0% | +6.0% |
| 3M | -3.9% | -23.2% | +19.3% | -1.4% |
| 6M | -1.6% | -29.5% | +27.8% | +1.7% |
| YTD | +4.1% | -28.6% | +32.7% | +7.2% |
| 1Y | +25.5% | -34.0% | +59.6% | +30.4% |
| 3Y | +103.2% | -45.0% | +148.2% | +114.7% |
| 5Y | -29.8% | -44.0% | +14.2% | -26.4% |
| All | +11.3% | +18.9% | -7.6% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling