-35.6%
ELAN vs AME
+213.2%
-248.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | -0.7% |
| 7D | -5.4% | +1.7% | -7.2% | -6.5% |
| 30D | +4.7% | -6.4% | +11.1% | +9.1% |
| 3M | -3.7% | +7.1% | -10.7% | -8.3% |
| 6M | -1.2% | +8.2% | -9.4% | -6.0% |
| YTD | +2.4% | +18.2% | -15.8% | -7.8% |
| 1Y | +23.4% | +26.7% | -3.4% | +6.0% |
| 3Y | +96.7% | +60.7% | +36.0% | +43.1% |
| 5Y | -30.6% | +91.6% | -122.2% | -54.9% |
| All | -35.6% | +213.2% | -248.8% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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