+930.0%
APH vs ELF
+332.6%
+597.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.7% | -2.4% |
| 7D | +4.9% | +1.6% | +3.3% | +4.6% |
| 30D | -5.4% | +9.1% | -14.5% | -6.9% |
| 3M | -5.5% | +28.2% | -33.6% | -9.7% |
| 6M | +25.9% | +119.5% | -93.6% | +8.8% |
| YTD | +16.4% | +55.2% | -38.8% | +5.9% |
| 1Y | +16.5% | +58.6% | -42.1% | +5.5% |
| 3Y | +270.9% | +21.3% | +249.6% | +223.2% |
| 5Y | +289.5% | +276.2% | +13.3% | +164.4% |
| All | +930.0% | +332.6% | +597.4% | +502.0% |
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