-30.4%
ELAN vs AME
+89.9%
-120.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | -0.9% |
| 7D | -5.4% | +1.7% | -7.2% | -6.6% |
| 30D | +4.7% | -6.4% | +11.1% | +9.5% |
| 3M | -3.7% | +7.1% | -10.7% | -8.8% |
| 6M | -1.2% | +8.2% | -9.4% | -6.6% |
| YTD | +2.4% | +18.2% | -15.8% | -8.7% |
| 1Y | +23.4% | +26.7% | -3.4% | +4.6% |
| 3Y | +96.7% | +60.7% | +36.0% | +36.2% |
| All | -30.4% | +89.9% | -120.2% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling