+8.1%
APA vs ELF
-17.1%
+25.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.3% |
| 7D | +0.5% | +5.4% | -4.8% | +0.3% |
| 30D | +23.4% | +27.0% | -3.6% | +22.2% |
| 3M | +12.7% | +113.2% | -100.5% | +8.6% |
| 6M | +39.4% | +36.6% | +2.8% | +37.6% |
| YTD | +79.0% | +44.2% | +34.7% | +75.4% |
| 1Y | +88.8% | -18.0% | +106.8% | +90.9% |
| All | +8.1% | -17.1% | +25.2% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling