-26.3%
APH vs ELAN
+41.2%
-67.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.4% | -50.2% | -48.4% |
| 7D | -48.7% | 0.0% | -48.7% | -48.9% |
| 30D | -51.9% | -6.6% | -45.4% | -51.2% |
| 3M | -43.6% | -0.8% | -42.7% | -44.0% |
| 6M | -37.5% | +0.2% | -37.8% | -38.6% |
| YTD | -38.6% | +8.3% | -46.9% | -40.4% |
| 1Y | -26.3% | +40.2% | -66.6% | -26.9% |
| All | -26.3% | +41.2% | -67.5% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling