+23.4%
ELAN vs ALB
+66.4%
-43.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +1.7% |
| 7D | -5.4% | -6.6% | +1.2% | -4.8% |
| 30D | +4.7% | -8.1% | +12.8% | +5.5% |
| 3M | -3.7% | -25.7% | +22.0% | -0.3% |
| 6M | -1.2% | -29.5% | +28.3% | +1.3% |
| YTD | +2.4% | -16.2% | +18.6% | +4.5% |
| 1Y | +23.4% | +59.2% | -35.9% | +23.4% |
| All | +23.4% | +66.4% | -43.0% | +23.4% |
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