+96.7%
ELAN vs ALM
+1,801.8%
-1,705.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.5% |
| 6M | -1.2% | -30.5% | +29.3% | -0.3% |
| YTD | +2.4% | +75.8% | -73.4% | -0.2% |
| 1Y | +23.4% | +241.2% | -217.8% | +17.1% |
| 3Y | +96.7% | +1,872.6% | -1,775.9% | +73.5% |
| All | +96.7% | +1,801.8% | -1,705.1% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling