+40.2%
ELAN vs ALB
+60.9%
-20.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.8% | +0.8% |
| 7D | +1.6% | -8.1% | +9.7% | +2.5% |
| 30D | -6.6% | +6.3% | -12.8% | -7.4% |
| 3M | -0.8% | -23.6% | +22.7% | +2.4% |
| 6M | +0.2% | -24.6% | +24.9% | +2.3% |
| YTD | +8.3% | -10.3% | +18.5% | +9.4% |
| 1Y | +40.2% | +61.5% | -21.2% | +33.7% |
| All | +40.2% | +60.9% | -20.7% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling