-34.6%
ELAN vs AME
+205.9%
-240.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.4% |
| 7D | -4.6% | +1.3% | -5.9% | -5.4% |
| 30D | +5.7% | -6.6% | +12.3% | +10.2% |
| 3M | -3.9% | +3.0% | -6.8% | -6.0% |
| 6M | -1.6% | +5.3% | -6.9% | -4.8% |
| YTD | +4.1% | +15.4% | -11.4% | -4.9% |
| 1Y | +25.5% | +26.8% | -1.3% | +7.8% |
| 3Y | +103.2% | +56.5% | +46.7% | +50.4% |
| 5Y | -29.8% | +85.2% | -115.0% | -53.4% |
| All | -34.6% | +205.9% | -240.5% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling