+1,167.6%
AAPL vs ELF
+303.8%
+863.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.6% |
| 7D | +3.8% | -11.6% | +15.5% | +5.5% |
| 30D | +9.9% | +4.6% | +5.3% | +9.1% |
| 3M | +12.5% | +59.7% | -47.2% | +5.1% |
| 6M | +27.6% | +21.2% | +6.4% | +23.1% |
| YTD | +22.6% | +27.4% | -4.9% | +16.6% |
| 1Y | +45.0% | -29.8% | +74.8% | +47.5% |
| 3Y | +87.8% | -28.5% | +116.2% | +76.8% |
| 5Y | +128.7% | +220.0% | -91.4% | +60.7% |
| All | +1,167.6% | +303.8% | +863.8% | +673.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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