+641.3%
APH vs ELAN
-24.0%
+665.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.8% |
| 7D | +5.0% | +1.6% | +3.3% | +4.5% |
| 30D | -3.9% | -6.6% | +2.7% | -2.5% |
| 3M | +13.0% | -0.8% | +13.8% | +12.7% |
| 6M | +25.2% | +0.2% | +24.9% | +23.7% |
| YTD | +22.9% | +8.3% | +14.7% | +19.1% |
| 1Y | +47.8% | +40.2% | +7.6% | +33.7% |
| 3Y | +283.0% | +97.7% | +185.3% | +195.2% |
| 5Y | +349.7% | -28.3% | +377.9% | +364.8% |
| All | +641.3% | -24.0% | +665.3% | +585.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling