-29.3%
ELAN vs ALC
+16.1%
-45.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.7% |
| 7D | -5.4% | -6.3% | +0.9% | -2.4% |
| 30D | +4.7% | -10.3% | +15.0% | +10.3% |
| 3M | -3.7% | -0.7% | -2.9% | -3.6% |
| 6M | -1.2% | -17.8% | +16.7% | +7.3% |
| YTD | +2.4% | -15.8% | +18.2% | +9.7% |
| 1Y | +23.4% | -16.7% | +40.1% | +32.6% |
| 3Y | +96.7% | -19.7% | +116.4% | +112.5% |
| 5Y | -30.6% | -19.8% | -10.8% | -26.9% |
| All | -29.3% | +16.1% | -45.4% | -40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling