+146.2%
AAPL vs ELF
+283.9%
-137.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.1% | +2.0% |
| 7D | +1.8% | +4.3% | -2.5% | +1.2% |
| 30D | +4.3% | +7.7% | -3.5% | +3.3% |
| 3M | +16.6% | +24.7% | -8.1% | +13.4% |
| 6M | +21.6% | +114.6% | -93.0% | +10.2% |
| YTD | +31.2% | +55.8% | -24.6% | +22.5% |
| 1Y | +29.6% | +51.9% | -22.4% | +21.2% |
| 3Y | +93.1% | +24.6% | +68.5% | +59.7% |
| 5Y | +146.2% | +279.2% | -133.0% | +26.4% |
| All | +146.2% | +283.9% | -137.7% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling