+106.8%
ELAN vs ALLE
+49.7%
+57.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.8% |
| 7D | +0.3% | +2.8% | -2.5% | -1.1% |
| 30D | +8.4% | -7.6% | +16.0% | +12.9% |
| 3M | +1.2% | +22.8% | -21.5% | -10.3% |
| 6M | +2.6% | +4.6% | -2.0% | -1.0% |
| YTD | +5.9% | -1.2% | +7.1% | +4.5% |
| 1Y | +25.8% | -9.1% | +35.0% | +29.6% |
| 3Y | +106.8% | +50.0% | +56.8% | +53.3% |
| All | +106.8% | +49.7% | +57.1% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling