-26.3%
APH vs ELV
+34.8%
-61.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +3.8% | -51.6% | -47.0% |
| 7D | -48.7% | +2.1% | -50.8% | -48.0% |
| 30D | -51.9% | +4.2% | -56.1% | -51.2% |
| 3M | -43.6% | -0.1% | -43.5% | -42.6% |
| 6M | -37.5% | +41.3% | -78.8% | -35.6% |
| YTD | -38.6% | +17.4% | -56.1% | -38.5% |
| 1Y | -26.3% | +35.1% | -61.4% | -26.6% |
| All | -26.3% | +34.8% | -61.2% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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