+154.8%
APA vs ELF
+259.0%
-104.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.3% |
| 7D | +0.5% | +5.4% | -4.8% | +0.2% |
| 30D | +23.4% | +27.0% | -3.6% | +21.3% |
| 3M | +12.7% | +113.2% | -100.5% | +6.1% |
| 6M | +39.4% | +36.6% | +2.8% | +35.7% |
| YTD | +79.0% | +44.2% | +34.7% | +72.7% |
| 1Y | +88.8% | -18.0% | +106.8% | +90.0% |
| 3Y | +6.4% | -19.9% | +26.3% | -2.5% |
| All | +154.8% | +259.0% | -104.2% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling