+40.2%
ELAN vs AEIS
+93.3%
-53.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | 0.0% |
| 7D | +1.6% | +3.0% | -1.3% | +1.2% |
| 30D | -6.6% | -14.6% | +8.1% | -4.6% |
| 3M | -0.8% | -12.4% | +11.6% | -0.8% |
| 6M | +0.2% | -15.0% | +15.2% | +0.4% |
| YTD | +8.3% | +34.3% | -26.0% | +3.2% |
| 1Y | +40.2% | +87.4% | -47.1% | +22.2% |
| All | +40.2% | +93.3% | -53.1% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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