+23.4%
ELAN vs ACM
-48.8%
+72.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.3% | +1.1% |
| 7D | -5.4% | -4.6% | -0.8% | -4.4% |
| 30D | +4.7% | +4.1% | +0.6% | +3.5% |
| 3M | -3.7% | -8.3% | +4.6% | -2.8% |
| 6M | -1.2% | -30.1% | +28.9% | +6.6% |
| YTD | +2.4% | -32.6% | +35.0% | +11.7% |
| 1Y | +23.4% | -49.6% | +72.9% | +37.2% |
| All | +23.4% | -48.8% | +72.2% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling