+107.2%
APA vs ELF
-3.2%
+110.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.9% | -8.8% | -6.6% |
| 7D | -13.0% | -1.5% | -11.4% | -13.1% |
| 30D | +2.0% | +9.5% | -7.5% | +3.1% |
| 3M | +24.9% | +29.4% | -4.5% | +28.7% |
| 6M | +7.2% | +83.7% | -76.6% | +15.4% |
| YTD | +87.1% | +49.4% | +37.7% | +100.7% |
| 1Y | +107.2% | -3.9% | +111.1% | +112.1% |
| All | +107.2% | -3.2% | +110.4% | +112.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling