-33.4%
ELAN vs ACM
+110.6%
-144.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.8% |
| 7D | +0.3% | -0.3% | +0.5% | +0.4% |
| 30D | +8.4% | -12.9% | +21.3% | +15.0% |
| 3M | +1.2% | -6.4% | +7.6% | +3.2% |
| 6M | +2.6% | -29.2% | +31.8% | +20.0% |
| YTD | +5.9% | -29.9% | +35.9% | +23.4% |
| 1Y | +25.8% | -47.3% | +73.1% | +68.6% |
| 3Y | +106.8% | -19.6% | +126.4% | +117.9% |
| 5Y | -29.3% | +5.5% | -34.8% | -35.9% |
| All | -33.4% | +110.6% | -144.0% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling