-29.8%
ELAN vs ALLY
-1.1%
-28.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.3% |
| 7D | -4.6% | -1.9% | -2.6% | -3.8% |
| 30D | +5.7% | -4.5% | +10.2% | +7.8% |
| 3M | -3.9% | -2.8% | -1.0% | -2.8% |
| 6M | -1.6% | +10.3% | -11.9% | -5.7% |
| YTD | +4.1% | -5.7% | +9.8% | +6.2% |
| 1Y | +25.5% | +3.9% | +21.6% | +22.1% |
| 3Y | +103.2% | +64.7% | +38.5% | +57.3% |
| 5Y | -29.8% | -2.6% | -27.2% | -39.0% |
| All | -29.8% | -1.1% | -28.7% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 5y: compounded portfolio wealth divided by compounded ALLY 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…
5y analysis · Full analysis span regression · 6 months rolling