+109.8%
AAPL vs ELF
+230.6%
-120.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.2% |
| 7D | -3.0% | -6.8% | +3.8% | -2.2% |
| 30D | +2.3% | +5.1% | -2.8% | +1.6% |
| 3M | +8.6% | +79.8% | -71.1% | +0.7% |
| 6M | +21.6% | +29.7% | -8.2% | +16.8% |
| YTD | +16.3% | +31.6% | -15.3% | +10.9% |
| 1Y | +35.1% | -27.9% | +63.0% | +37.5% |
| 3Y | +79.4% | -26.4% | +105.8% | +64.2% |
| 5Y | +109.8% | +235.6% | -125.8% | +7.0% |
| All | +109.8% | +230.6% | -120.8% | +7.0% |
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