+37.3%
APA vs ELF
+22.3%
+15.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -2.9% | -0.3% |
| 7D | -8.7% | +7.8% | -16.6% | -9.0% |
| 30D | -2.4% | +9.3% | -11.7% | -2.7% |
| 3M | +19.0% | +21.2% | -2.2% | +18.1% |
| 6M | +26.8% | +96.1% | -69.3% | +23.0% |
| YTD | +87.3% | +57.0% | +30.4% | +83.3% |
| 1Y | +92.3% | +61.9% | +30.4% | +87.6% |
| 3Y | +37.3% | +20.0% | +17.2% | +19.8% |
| All | +37.3% | +22.3% | +15.0% | +19.8% |
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