+262.1%
APH vs ELF
+18.9%
+243.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.7% | -1.6% | +3.2% |
| 7D | -5.9% | +4.0% | -9.9% | -6.5% |
| 30D | -14.8% | +10.6% | -25.4% | -16.3% |
| 3M | -12.4% | +25.8% | -38.2% | -16.0% |
| 6M | +8.1% | +89.1% | -81.0% | -4.0% |
| YTD | +10.9% | +52.7% | -41.8% | +1.4% |
| 1Y | +8.8% | +51.7% | -43.0% | -0.7% |
| 3Y | +262.1% | +14.2% | +247.8% | +227.3% |
| All | +262.1% | +18.9% | +243.1% | +227.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling