+129.2%
APO vs ELAN
-30.9%
+160.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.5% |
| 7D | -3.5% | -5.4% | +1.9% | -2.1% |
| 30D | -6.6% | +4.7% | -11.3% | -7.8% |
| 3M | -3.3% | -3.7% | +0.4% | -2.9% |
| 6M | +22.6% | -1.2% | +23.8% | +20.8% |
| YTD | -9.8% | +2.4% | -12.2% | -12.2% |
| 1Y | -3.9% | +23.4% | -27.3% | -11.9% |
| 3Y | +52.5% | +96.7% | -44.2% | +10.1% |
| All | +129.2% | -30.9% | +160.1% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 5y: compounded portfolio wealth divided by compounded ELAN 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…
5y analysis · Full analysis span regression · 6 months rolling