+24.7%
ELAN vs ALLE
-10.4%
+35.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -6.4% | -2.8% | -3.6% | -5.2% |
| 30D | +0.6% | -10.2% | +10.8% | +5.6% |
| 3M | 0.0% | +17.4% | -17.5% | -9.4% |
| 6M | -3.4% | +3.3% | -6.8% | -7.6% |
| YTD | +1.0% | -4.2% | +5.3% | -1.6% |
| 1Y | +24.7% | -10.5% | +35.3% | +23.3% |
| All | +24.7% | -10.4% | +35.1% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling