-31.9%
ELAN vs ACWI
+151.3%
-183.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | +1.6% | +0.5% | +1.1% | +1.0% |
| 30D | -6.6% | +0.9% | -7.4% | -7.6% |
| 3M | -0.8% | +2.4% | -3.2% | -3.7% |
| 6M | +0.2% | +12.4% | -12.1% | -12.0% |
| YTD | +8.3% | +15.2% | -6.9% | -7.5% |
| 1Y | +40.2% | +22.7% | +17.5% | +11.4% |
| 3Y | +97.7% | +75.8% | +22.0% | +6.7% |
| 5Y | -28.3% | +67.7% | -96.0% | -59.1% |
| All | -31.9% | +151.3% | -183.3% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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