-36.5%
ELAN vs ALLE
+83.1%
-119.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -6.4% | -2.8% | -3.6% | -4.8% |
| 30D | +0.6% | -10.2% | +10.8% | +7.1% |
| 3M | 0.0% | +17.4% | -17.5% | -10.0% |
| 6M | -3.4% | +3.3% | -6.8% | -6.1% |
| YTD | +1.0% | -4.2% | +5.3% | +2.1% |
| 1Y | +24.7% | -10.5% | +35.3% | +31.0% |
| 3Y | +97.2% | +45.4% | +51.9% | +51.6% |
| 5Y | -31.5% | +11.9% | -43.5% | -39.8% |
| All | -36.5% | +83.1% | -119.6% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALLE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling