-36.5%
ELAN vs AIG
+69.3%
-105.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -6.4% | -2.4% | -4.0% | -5.5% |
| 30D | +0.6% | -2.9% | +3.5% | +1.8% |
| 3M | 0.0% | +0.8% | -0.8% | -0.5% |
| 6M | -3.4% | -2.7% | -0.8% | -2.8% |
| YTD | +1.0% | -11.2% | +12.2% | +4.9% |
| 1Y | +24.7% | -1.5% | +26.2% | +23.8% |
| 3Y | +97.2% | +34.4% | +62.9% | +70.0% |
| 5Y | -31.5% | +54.4% | -85.9% | -45.1% |
| All | -36.5% | +69.3% | -105.8% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling