-2.6%
APA vs ELV
+257.3%
-260.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.2% | +3.5% |
| 7D | +0.3% | -2.2% | +2.5% | +1.2% |
| 30D | +9.3% | -0.2% | +9.5% | +9.2% |
| 3M | +23.3% | -6.1% | +29.4% | +25.4% |
| 6M | +39.5% | +42.8% | -3.3% | +18.5% |
| YTD | +87.6% | +14.4% | +73.2% | +72.3% |
| 1Y | +114.2% | +28.6% | +85.6% | +85.1% |
| 3Y | +13.6% | -7.4% | +21.0% | +7.9% |
| 5Y | +175.6% | +14.5% | +161.1% | +125.0% |
| 10Y | -2.6% | +257.4% | -260.1% | -46.7% |
| All | -2.6% | +257.3% | -260.0% | -46.7% |
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