+40.2%
ELAN vs ALC
-10.2%
+50.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.8% |
| 7D | +1.6% | -2.1% | +3.7% | +2.1% |
| 30D | -6.6% | -0.1% | -6.5% | -6.4% |
| 3M | -0.8% | +5.9% | -6.7% | -2.1% |
| 6M | +0.2% | -15.9% | +16.2% | +6.9% |
| YTD | +8.3% | -10.1% | +18.4% | +11.8% |
| 1Y | +40.2% | -10.2% | +50.5% | +49.3% |
| All | +40.2% | -10.2% | +50.4% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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