+96.7%
ELAN vs AIG
+33.9%
+62.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -5.4% | -1.2% | -4.3% | -5.1% |
| 30D | +4.7% | -1.1% | +5.8% | +5.0% |
| 3M | -3.7% | +0.7% | -4.3% | -3.9% |
| 6M | -1.2% | -2.2% | +1.0% | -0.8% |
| YTD | +2.4% | -10.8% | +13.2% | +5.4% |
| 1Y | +23.4% | -2.0% | +25.4% | +22.7% |
| 3Y | +96.7% | +34.8% | +61.9% | +73.9% |
| All | +96.7% | +33.9% | +62.8% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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