-35.6%
ELAN vs AGI
+712.3%
-748.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | -5.4% | -2.7% | -2.7% | -5.2% |
| 30D | +4.7% | +7.2% | -2.5% | +4.0% |
| 3M | -3.7% | +4.3% | -7.9% | -4.2% |
| 6M | -1.2% | -27.1% | +25.9% | +0.8% |
| YTD | +2.4% | -6.6% | +9.0% | +2.5% |
| 1Y | +23.4% | +9.5% | +13.9% | +22.0% |
| 3Y | +96.7% | +208.4% | -111.8% | +79.4% |
| 5Y | -30.6% | +401.6% | -432.2% | -38.6% |
| All | -35.6% | +712.3% | -748.0% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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