+16.4%
APH vs ELF
-3.2%
+19.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.9% | -8.1% | -6.4% |
| 7D | -2.4% | -1.5% | -0.9% | -2.2% |
| 30D | -9.5% | +9.5% | -19.0% | -10.8% |
| 3M | -7.6% | +29.4% | -37.0% | -11.7% |
| 6M | +12.4% | +83.7% | -71.3% | -0.1% |
| YTD | +17.5% | +49.4% | -31.9% | +7.5% |
| 1Y | +16.4% | -3.9% | +20.3% | +8.4% |
| All | +16.4% | -3.2% | +19.6% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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