+27.5%
UAL vs ELAN
+13.9%
+13.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.0% | +5.0% | +6.6% |
| 7D | +11.9% | +11.7% | +0.2% | +6.6% |
| 30D | +5.2% | +12.4% | -7.2% | -0.2% |
| 3M | -12.7% | -1.1% | -11.6% | -12.6% |
| 6M | +28.5% | +12.4% | +16.1% | +18.3% |
| YTD | +3.5% | +11.8% | -8.3% | -2.1% |
| 1Y | +27.5% | +12.5% | +15.0% | +19.7% |
| All | +27.5% | +13.9% | +13.7% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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