-33.4%
ELAN vs ALM
+1,197.4%
-1,230.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.8% | -11.0% | -2.6% |
| 7D | +0.3% | +8.4% | -8.2% | -0.2% |
| 30D | +8.4% | +34.8% | -26.5% | +6.6% |
| 3M | +1.2% | +16.2% | -15.0% | 0.0% |
| 6M | +2.6% | +2.1% | +0.5% | +1.6% |
| YTD | +5.9% | +117.0% | -111.1% | +1.0% |
| 1Y | +25.8% | +313.9% | -288.0% | +15.9% |
| 3Y | +106.8% | +2,327.9% | -2,221.1% | +69.5% |
| 5Y | -29.3% | +1,040.6% | -1,069.9% | -40.8% |
| All | -33.4% | +1,197.4% | -1,230.8% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling