-5.2%
APA vs ELF
+317.0%
-322.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.1% | +7.0% | +3.7% |
| 7D | +0.3% | -6.8% | +7.1% | +1.6% |
| 30D | +9.3% | +5.1% | +4.2% | +8.0% |
| 3M | +23.3% | +79.8% | -56.4% | +8.3% |
| 6M | +39.5% | +29.7% | +9.8% | +29.2% |
| YTD | +87.6% | +31.6% | +56.0% | +71.7% |
| 1Y | +114.2% | -27.9% | +142.1% | +117.2% |
| 3Y | +13.6% | -26.4% | +40.0% | +0.3% |
| 5Y | +175.6% | +235.6% | -60.0% | +35.8% |
| All | -5.2% | +317.0% | -322.2% | -62.6% |
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