+1,041.3%
APH vs ELV
+265.4%
+775.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -0.9% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -3.3% | +2.0% | -5.3% | -3.9% |
| 3M | +14.0% | -3.5% | +17.5% | +14.5% |
| 6M | +24.4% | +40.2% | -15.8% | +12.8% |
| YTD | +21.4% | +15.8% | +5.6% | +14.6% |
| 1Y | +48.9% | +33.2% | +15.8% | +34.5% |
| 3Y | +290.1% | -6.2% | +296.3% | +279.5% |
| 5Y | +352.8% | +16.4% | +336.4% | +296.9% |
| 10Y | +1,041.3% | +259.8% | +781.5% | +674.7% |
| All | +1,041.3% | +265.4% | +775.9% | +674.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling