+955.2%
APH vs ELF
+357.0%
+598.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -5.0% | +6.3% | -11.3% | -6.0% |
| 30D | -8.4% | +8.5% | -16.9% | -9.7% |
| 3M | -4.5% | +24.4% | -28.9% | -8.2% |
| 6M | +25.3% | +94.7% | -69.5% | +10.6% |
| YTD | +18.9% | +55.9% | -36.9% | +8.3% |
| 1Y | +11.9% | +48.4% | -36.5% | +2.6% |
| 3Y | +278.0% | +24.6% | +253.3% | +228.1% |
| 5Y | +306.4% | +285.0% | +21.4% | +175.5% |
| 10Y | +955.2% | +357.2% | +598.0% | +513.4% |
| All | +955.2% | +357.0% | +598.1% | +513.4% |
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 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