+11.3%
APH vs ELF
+48.3%
-36.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.4% | +4.3% | -3.9% | -0.5% |
| 30D | -8.0% | +7.7% | -15.7% | -9.5% |
| 3M | -5.0% | +24.7% | -29.7% | -9.8% |
| 6M | +29.9% | +114.6% | -84.7% | +5.6% |
| YTD | +18.0% | +55.8% | -37.8% | +2.0% |
| 1Y | +11.3% | +51.9% | -40.6% | -3.4% |
| All | +11.3% | +48.3% | -36.9% | -3.4% |
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