-35.6%
ELAN vs ALM
+951.1%
-986.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.5% | +7.9% | +1.7% |
| 7D | -5.4% | -11.8% | +6.4% | -4.9% |
| 30D | +4.7% | +7.8% | -3.1% | +4.2% |
| 3M | -3.7% | -9.3% | +5.6% | -3.7% |
| 6M | -1.2% | -30.5% | +29.3% | -0.4% |
| YTD | +2.4% | +75.8% | -73.4% | -1.3% |
| 1Y | +23.4% | +241.2% | -217.8% | +14.7% |
| 3Y | +96.7% | +1,872.6% | -1,775.9% | +62.8% |
| 5Y | -30.6% | +849.6% | -880.2% | -41.4% |
| All | -35.6% | +951.1% | -986.7% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling