-36.5%
ELAN vs AR
+95.5%
-132.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.1% | -2.9% |
| 7D | -6.4% | -1.3% | -5.1% | -6.2% |
| 30D | +0.6% | +3.5% | -3.0% | +0.1% |
| 3M | 0.0% | +9.9% | -9.9% | -1.4% |
| 6M | -3.4% | +4.5% | -8.0% | -4.6% |
| YTD | +1.0% | +13.7% | -12.7% | -1.6% |
| 1Y | +24.7% | +19.2% | +5.5% | +20.3% |
| 3Y | +97.2% | +46.2% | +51.1% | +82.7% |
| 5Y | -31.5% | +145.9% | -177.4% | -41.4% |
| All | -36.5% | +95.5% | -132.0% | -52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling