+972.1%
APO vs ELF
+317.0%
+655.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.4% | +0.2% |
| 7D | -1.0% | -6.8% | +5.8% | +0.4% |
| 30D | -0.4% | +5.1% | -5.5% | -1.5% |
| 3M | -0.9% | +79.8% | -80.7% | -12.9% |
| 6M | +22.1% | +29.7% | -7.6% | +14.0% |
| YTD | -8.4% | +31.6% | -40.0% | -15.5% |
| 1Y | -0.9% | -27.9% | +27.0% | +1.3% |
| 3Y | +56.1% | -26.4% | +82.6% | +44.0% |
| 5Y | +136.0% | +235.6% | -99.6% | +40.5% |
| All | +972.1% | +317.0% | +655.1% | +421.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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