+601.6%
APH vs ELAN
-17.0%
+618.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.0% |
| 7D | +4.9% | +4.0% | +0.8% | +3.8% |
| 30D | -5.4% | +18.8% | -24.2% | -9.6% |
| 3M | -5.5% | +19.0% | -24.4% | -9.8% |
| 6M | +25.9% | +22.8% | +3.1% | +18.7% |
| YTD | +16.4% | +18.3% | -2.0% | +10.1% |
| 1Y | +16.5% | +21.8% | -5.3% | +9.3% |
| 3Y | +270.9% | +153.8% | +117.0% | +167.7% |
| 5Y | +289.5% | -18.9% | +308.4% | +289.2% |
| All | +601.6% | -17.0% | +618.6% | +533.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling