+427.5%
APH vs ELF
+357.0%
+70.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.6% | -48.4% | -47.9% |
| 7D | -48.7% | +3.3% | -52.0% | -49.0% |
| 30D | -51.9% | +27.0% | -78.9% | -54.0% |
| 3M | -43.6% | +113.2% | -156.8% | -50.8% |
| 6M | -37.5% | +36.6% | -74.1% | -41.6% |
| YTD | -38.6% | +44.2% | -82.9% | -43.3% |
| 1Y | -26.3% | -18.0% | -8.3% | -26.7% |
| 3Y | +89.2% | -19.9% | +109.1% | +76.7% |
| 5Y | +119.8% | +257.7% | -137.9% | +51.3% |
| All | +427.5% | +357.0% | +70.5% | +212.6% |
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