+955.2%
APH vs ELV
+280.6%
+674.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.7% | -1.6% |
| 7D | -5.0% | +3.8% | -8.9% | -6.0% |
| 30D | -8.4% | +4.1% | -12.5% | -9.6% |
| 3M | -4.5% | +8.5% | -13.0% | -6.9% |
| 6M | +25.3% | +14.6% | +10.7% | +19.6% |
| YTD | +18.9% | +24.4% | -5.4% | +9.8% |
| 1Y | +11.9% | +44.2% | -32.3% | -1.2% |
| 3Y | +278.0% | -1.4% | +279.4% | +262.7% |
| 5Y | +306.4% | +8.8% | +297.6% | +268.0% |
| 10Y | +955.2% | +268.4% | +686.8% | +617.9% |
| All | +955.2% | +280.6% | +674.6% | +617.9% |
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