+651.5%
APH vs ELAN
-28.2%
+679.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.2% |
| 7D | +1.4% | -5.4% | +6.8% | +2.9% |
| 30D | -1.2% | +4.7% | -5.9% | -2.6% |
| 3M | +10.3% | -3.7% | +13.9% | +10.8% |
| 6M | +25.2% | -1.2% | +26.4% | +24.2% |
| YTD | +24.6% | +2.4% | +22.2% | +22.5% |
| 1Y | +41.4% | +23.4% | +18.1% | +32.4% |
| 3Y | +297.8% | +96.7% | +201.1% | +206.4% |
| 5Y | +366.0% | -30.6% | +396.6% | +385.2% |
| All | +651.5% | -28.2% | +679.7% | +604.7% |
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