+166.1%
APA vs ELV
+14.2%
+151.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.1% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | +15.7% | +2.0% | +13.8% | +15.3% |
| 3M | +16.5% | -3.5% | +19.9% | +16.9% |
| 6M | +35.1% | +40.2% | -5.1% | +26.0% |
| YTD | +82.2% | +15.8% | +66.4% | +75.5% |
| 1Y | +102.5% | +33.2% | +69.3% | +87.8% |
| 3Y | +10.3% | -6.2% | +16.5% | +8.2% |
| 5Y | +166.1% | +16.4% | +149.7% | +109.8% |
| All | +166.1% | +14.2% | +151.9% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling