+282.2%
APH vs ELF
+266.1%
+16.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.7% | -1.6% | +3.1% |
| 7D | -5.9% | +4.0% | -9.9% | -6.6% |
| 30D | -14.8% | +10.6% | -25.4% | -16.4% |
| 3M | -12.4% | +25.8% | -38.2% | -16.2% |
| 6M | +8.1% | +89.1% | -81.0% | -4.8% |
| YTD | +10.9% | +52.7% | -41.8% | +0.8% |
| 1Y | +8.8% | +51.7% | -43.0% | -1.3% |
| 3Y | +262.1% | +14.2% | +247.8% | +208.3% |
| All | +282.2% | +266.1% | +16.0% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling