+1,260.2%
AAPL vs ELF
+391.6%
+868.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | -0.1% |
| 7D | +4.1% | +1.6% | +2.6% | +3.9% |
| 30D | +4.0% | +9.1% | -5.1% | +2.7% |
| 3M | +16.8% | +28.2% | -11.4% | +12.7% |
| 6M | +19.4% | +119.5% | -100.1% | +6.6% |
| YTD | +31.5% | +55.2% | -23.6% | +21.8% |
| 1Y | +31.0% | +58.6% | -27.6% | +20.7% |
| 3Y | +95.3% | +21.3% | +74.0% | +70.0% |
| 5Y | +143.4% | +276.2% | -132.9% | +67.5% |
| 10Y | +1,330.5% | +337.0% | +993.6% | +751.2% |
| All | +1,260.2% | +391.6% | +868.6% | +707.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling