+40.2%
ELAN vs AR
+22.7%
+17.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.2% |
| 7D | +1.6% | +2.5% | -0.9% | +2.0% |
| 30D | -6.6% | +14.8% | -21.4% | -4.6% |
| 3M | -0.8% | +6.2% | -7.1% | +0.4% |
| 6M | +0.2% | +4.3% | -4.0% | +1.2% |
| YTD | +8.3% | +14.4% | -6.1% | +8.7% |
| 1Y | +40.2% | +21.3% | +18.9% | +40.0% |
| All | +40.2% | +22.7% | +17.6% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling