-33.4%
ELAN vs ALB
+36.3%
-69.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.8% |
| 7D | +0.3% | -4.4% | +4.7% | +1.3% |
| 30D | +8.4% | -1.2% | +9.5% | +8.5% |
| 3M | +1.2% | -13.3% | +14.5% | +4.1% |
| 6M | +2.6% | -19.8% | +22.4% | +6.2% |
| YTD | +5.9% | -7.9% | +13.9% | +4.8% |
| 1Y | +25.8% | +60.2% | -34.3% | +4.8% |
| 3Y | +106.8% | -26.4% | +133.3% | +98.6% |
| 5Y | -29.3% | -42.5% | +13.3% | -30.3% |
| All | -33.4% | +36.3% | -69.7% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling