+1,004.0%
APH vs ELF
+357.0%
+647.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.5% |
| 7D | +5.0% | +5.4% | -0.4% | +4.0% |
| 30D | -3.9% | +27.0% | -30.9% | -8.0% |
| 3M | +13.0% | +113.2% | -100.2% | -1.5% |
| 6M | +25.2% | +36.6% | -11.4% | +17.2% |
| YTD | +22.9% | +44.2% | -21.3% | +13.6% |
| 1Y | +47.8% | -18.0% | +65.8% | +47.2% |
| 3Y | +283.0% | -19.9% | +303.0% | +257.9% |
| 5Y | +349.7% | +257.7% | +92.0% | +209.8% |
| All | +1,004.0% | +357.0% | +647.0% | +555.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling