-31.5%
ELAN vs ALC
-19.4%
-12.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -1.6% |
| 7D | -6.4% | -7.7% | +1.3% | -2.6% |
| 30D | +0.6% | -11.7% | +12.3% | +7.1% |
| 3M | 0.0% | +0.7% | -0.7% | -0.7% |
| 6M | -3.4% | -17.1% | +13.7% | +5.0% |
| YTD | +1.0% | -15.1% | +16.2% | +8.3% |
| 1Y | +24.7% | -14.1% | +38.8% | +32.3% |
| 3Y | +97.2% | -18.2% | +115.4% | +111.4% |
| 5Y | -31.5% | -19.2% | -12.4% | -32.3% |
| All | -31.5% | -19.4% | -12.1% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling