+181.7%
APA vs ELV
+2,444.2%
-2,262.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.5% |
| 7D | +0.5% | +3.3% | -2.8% | -0.7% |
| 30D | +23.4% | +4.2% | +19.2% | +21.5% |
| 3M | +12.7% | -0.1% | +12.8% | +11.8% |
| 6M | +39.4% | +41.3% | -1.8% | +20.8% |
| YTD | +79.0% | +17.4% | +61.5% | +64.2% |
| 1Y | +88.8% | +35.1% | +53.8% | +62.8% |
| 3Y | +6.4% | -3.2% | +9.6% | 0.0% |
| 5Y | +153.0% | +15.6% | +137.4% | +118.0% |
| 10Y | +7.5% | +276.8% | -269.2% | -40.5% |
| All | +181.7% | +2,444.2% | -2,262.6% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling