-31.9%
ELAN vs AR
+96.7%
-128.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +1.6% | +2.5% | -0.9% | +1.3% |
| 30D | -6.6% | +14.8% | -21.4% | -8.2% |
| 3M | -0.8% | +6.2% | -7.1% | -1.8% |
| 6M | +0.2% | +4.3% | -4.0% | -1.0% |
| YTD | +8.3% | +14.4% | -6.1% | +5.4% |
| 1Y | +40.2% | +21.3% | +18.9% | +35.0% |
| 3Y | +97.7% | +39.8% | +57.9% | +84.2% |
| 5Y | -28.3% | +142.1% | -170.3% | -38.5% |
| All | -31.9% | +96.7% | -128.6% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling