-30.4%
ELAN vs AR
+135.2%
-165.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.2% | +1.7% |
| 7D | -5.4% | -2.5% | -2.9% | -5.1% |
| 30D | +4.7% | +2.5% | +2.2% | +4.2% |
| 3M | -3.7% | +12.3% | -16.0% | -5.7% |
| 6M | -1.2% | -3.1% | +1.9% | -1.4% |
| YTD | +2.4% | +11.5% | -9.1% | -1.0% |
| 1Y | +23.4% | +17.0% | +6.4% | +17.6% |
| 3Y | +96.7% | +47.3% | +49.4% | +75.5% |
| All | -30.4% | +135.2% | -165.6% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling