-26.8%
ELAN vs ALC
+21.6%
-48.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.2% |
| 7D | +0.3% | -3.7% | +3.9% | +2.0% |
| 30D | +8.4% | -3.7% | +12.1% | +10.4% |
| 3M | +1.2% | +4.6% | -3.3% | -1.1% |
| 6M | +2.6% | -14.6% | +17.2% | +9.4% |
| YTD | +5.9% | -11.9% | +17.8% | +11.0% |
| 1Y | +25.8% | -13.1% | +39.0% | +32.6% |
| 3Y | +106.8% | -15.0% | +121.8% | +117.3% |
| 5Y | -29.3% | -16.2% | -13.1% | -27.1% |
| All | -26.8% | +21.6% | -48.4% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling