+9.6%
ELAN vs AUR
-10.8%
+20.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.2% | -6.3% |
| 7D | +1.9% | -8.5% | +10.4% | +2.7% |
| 30D | +5.3% | -29.9% | +35.3% | +8.7% |
| 3M | -9.7% | -39.8% | +30.1% | -5.7% |
| 6M | +3.0% | -38.3% | +41.3% | +6.1% |
| YTD | +4.6% | +4.9% | -0.3% | +2.3% |
| 1Y | +9.6% | -9.6% | +19.3% | +6.2% |
| All | +9.6% | -10.8% | +20.5% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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