-26.4%
ELAN vs ALLE
+130.9%
-157.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | +11.9% | +1.6% | +10.3% | +10.9% |
| 30D | +18.3% | +24.1% | -5.8% | +3.9% |
| 3M | +19.7% | +14.8% | +4.9% | +9.9% |
| 6M | +23.7% | +45.9% | -22.2% | -2.1% |
| YTD | +17.1% | +20.7% | -3.6% | +2.9% |
| 1Y | +20.2% | +14.2% | +6.0% | +9.2% |
| 3Y | +148.1% | +90.7% | +57.4% | +61.8% |
| 5Y | -19.8% | +50.6% | -70.3% | -40.8% |
| All | -26.4% | +130.9% | -157.3% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling