-35.6%
ELAN vs ALB
+24.0%
-59.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +2.2% |
| 7D | -5.4% | -6.6% | +1.2% | -3.8% |
| 30D | +4.7% | -8.1% | +12.8% | +6.7% |
| 3M | -3.7% | -25.7% | +22.0% | +3.1% |
| 6M | -1.2% | -29.5% | +28.3% | +5.8% |
| YTD | +2.4% | -16.2% | +18.6% | +3.8% |
| 1Y | +23.4% | +59.2% | -35.9% | +2.9% |
| 3Y | +96.7% | -33.7% | +130.4% | +94.0% |
| 5Y | -30.6% | -48.1% | +17.5% | -29.8% |
| All | -35.6% | +24.0% | -59.7% | -54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling