+62.1%
ELAN vs AS
+114.1%
-52.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.7% | -1.3% |
| 7D | +0.3% | -2.6% | +2.9% | +1.0% |
| 30D | +8.4% | -22.1% | +30.5% | +16.3% |
| 3M | +1.2% | -15.3% | +16.5% | +5.9% |
| 6M | +2.6% | -15.6% | +18.2% | +7.6% |
| YTD | +5.9% | -23.2% | +29.1% | +13.2% |
| 1Y | +25.8% | -21.7% | +47.5% | +33.3% |
| All | +62.1% | +114.1% | -52.0% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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