+290.1%
APH vs ELAN
+105.8%
+184.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.8% |
| 7D | +0.2% | +0.3% | 0.0% | +0.1% |
| 30D | -3.3% | +8.4% | -11.7% | -5.0% |
| 3M | +14.0% | +1.2% | +12.8% | +13.4% |
| 6M | +24.4% | +2.6% | +21.8% | +22.9% |
| YTD | +21.4% | +5.9% | +15.5% | +19.4% |
| 1Y | +48.9% | +25.8% | +23.1% | +42.3% |
| 3Y | +290.1% | +106.8% | +183.3% | +225.8% |
| All | +290.1% | +105.8% | +184.4% | +225.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling