+96.7%
ELAN vs AEIS
+173.7%
-77.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.6% | -0.1% |
| 7D | -5.4% | +2.3% | -7.7% | -6.1% |
| 30D | +4.7% | -14.8% | +19.5% | +9.1% |
| 3M | -3.7% | -15.6% | +11.9% | -1.6% |
| 6M | -1.2% | -8.7% | +7.5% | -3.2% |
| YTD | +2.4% | +37.3% | -34.9% | -15.3% |
| 1Y | +23.4% | +80.3% | -57.0% | -11.2% |
| 3Y | +96.7% | +177.9% | -81.3% | +3.7% |
| All | +96.7% | +173.7% | -77.0% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling