+96.7%
ELAN vs AJG
+8.2%
+88.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | -5.4% | -8.3% | +2.8% | -4.8% |
| 30D | +4.7% | -5.7% | +10.4% | +5.2% |
| 3M | -3.7% | +9.1% | -12.7% | -4.0% |
| 6M | -1.2% | +15.2% | -16.4% | -1.8% |
| YTD | +2.4% | -6.3% | +8.7% | +4.7% |
| 1Y | +23.4% | -19.1% | +42.5% | +29.4% |
| 3Y | +96.7% | +8.2% | +88.5% | +101.6% |
| All | +96.7% | +8.2% | +88.5% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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