+23.4%
ELAN vs ALC
-14.7%
+38.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.5% |
| 7D | -5.4% | -6.3% | +0.9% | -4.0% |
| 30D | +4.7% | -10.3% | +15.0% | +7.3% |
| 3M | -3.7% | -0.7% | -2.9% | -3.4% |
| 6M | -1.2% | -17.8% | +16.7% | +4.1% |
| YTD | +2.4% | -15.8% | +18.2% | +7.0% |
| 1Y | +23.4% | -16.7% | +40.1% | +30.7% |
| All | +23.4% | -14.7% | +38.1% | +30.7% |
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