+4.4%
APA vs ELV
+268.8%
-264.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | +9.6% | -0.5% | +10.1% | +9.8% |
| 30D | -0.2% | +1.1% | -1.3% | -0.9% |
| 3M | +19.8% | +8.2% | +11.7% | +15.6% |
| 6M | +30.1% | +10.2% | +19.8% | +23.3% |
| YTD | +100.4% | +24.4% | +76.0% | +77.4% |
| 1Y | +105.2% | +33.8% | +71.4% | +75.3% |
| 3Y | +44.6% | -1.4% | +46.0% | +34.2% |
| 5Y | +88.8% | +5.8% | +83.0% | +63.6% |
| All | +4.4% | +268.8% | -264.3% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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