+45.7%
APA vs ELV
-1.4%
+47.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +9.6% | -0.5% | +10.1% | +9.6% |
| 30D | -0.2% | +1.1% | -1.3% | -0.2% |
| 3M | +19.8% | +8.2% | +11.7% | +19.8% |
| 6M | +30.1% | +10.2% | +19.8% | +30.0% |
| YTD | +100.4% | +24.4% | +76.0% | +100.7% |
| 1Y | +105.2% | +33.8% | +71.4% | +105.1% |
| All | +45.7% | -1.4% | +47.1% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling