-30.4%
ELAN vs AUR
-35.1%
+4.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.2% |
| 7D | -5.4% | +1.4% | -6.8% | -5.6% |
| 30D | +4.7% | -6.4% | +11.1% | +5.3% |
| 3M | -3.7% | +7.7% | -11.4% | -5.2% |
| 6M | -1.2% | +44.5% | -45.7% | -6.6% |
| YTD | +2.4% | +67.4% | -65.1% | -5.1% |
| 1Y | +23.4% | +15.4% | +7.9% | +18.6% |
| 3Y | +96.7% | +94.8% | +1.8% | +61.3% |
| All | -30.4% | -35.1% | +4.7% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling