+856.9%
APH vs ELF
+357.7%
+499.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.3% | -6.0% | -8.8% |
| 7D | -12.7% | -2.7% | -10.0% | -12.3% |
| 30D | -19.2% | +6.9% | -26.0% | -20.1% |
| 3M | -16.7% | +27.2% | -43.9% | -20.3% |
| 6M | +5.1% | +84.9% | -79.7% | -6.3% |
| YTD | +6.6% | +44.5% | -37.9% | -1.7% |
| 1Y | +3.9% | -6.8% | +10.7% | +1.4% |
| 3Y | +246.0% | +14.2% | +231.8% | +204.9% |
| 5Y | +268.0% | +250.6% | +17.4% | +154.4% |
| 10Y | +868.2% | +318.0% | +550.2% | +473.9% |
| All | +856.9% | +357.7% | +499.2% | +466.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling