+99.9%
ELAN vs ACM
-22.3%
+122.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.6% |
| 7D | -4.6% | -3.7% | -0.9% | -3.2% |
| 30D | +5.7% | -12.7% | +18.4% | +10.9% |
| 3M | -3.9% | -9.8% | +5.9% | -1.0% |
| 6M | -1.6% | -31.4% | +29.8% | +14.3% |
| YTD | +4.1% | -32.1% | +36.2% | +20.5% |
| 1Y | +25.5% | -47.8% | +73.3% | +64.2% |
| All | +99.9% | -22.3% | +122.2% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling