-35.6%
ELAN vs AFL
+189.8%
-225.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.0% |
| 7D | -5.4% | -1.6% | -3.8% | -4.6% |
| 30D | +4.7% | -4.0% | +8.7% | +6.7% |
| 3M | -3.7% | -0.5% | -3.2% | -3.7% |
| 6M | -1.2% | +6.5% | -7.7% | -5.1% |
| YTD | +2.4% | +6.2% | -3.8% | -1.6% |
| 1Y | +23.4% | +8.3% | +15.1% | +16.9% |
| 3Y | +96.7% | +62.5% | +34.1% | +48.2% |
| 5Y | -30.6% | +136.2% | -166.7% | -57.8% |
| All | -35.6% | +189.8% | -225.4% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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