+379.2%
APO vs ELAN
-27.0%
+406.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.1% |
| 7D | -1.0% | -4.6% | +3.6% | +0.4% |
| 30D | -0.4% | +5.7% | -6.1% | -2.2% |
| 3M | -0.9% | -3.9% | +3.0% | -0.5% |
| 6M | +22.1% | -1.6% | +23.8% | +20.3% |
| YTD | -8.4% | +4.1% | -12.4% | -11.7% |
| 1Y | -0.9% | +25.5% | -26.5% | -10.8% |
| 3Y | +56.1% | +103.2% | -47.1% | +8.1% |
| 5Y | +136.0% | -29.8% | +165.8% | +144.2% |
| All | +379.2% | -27.0% | +406.1% | +308.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling