+285.6%
APH vs ELV
-3.7%
+289.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +0.8% |
| 7D | +5.0% | +3.3% | +1.6% | +5.0% |
| 30D | -3.9% | +4.2% | -8.0% | -3.8% |
| 3M | +13.0% | -0.1% | +13.0% | +13.1% |
| 6M | +25.2% | +41.3% | -16.1% | +25.8% |
| YTD | +22.9% | +17.4% | +5.5% | +22.8% |
| 1Y | +47.8% | +35.1% | +12.8% | +47.6% |
| All | +285.6% | -3.7% | +289.3% | +301.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling