+853.3%
APO vs ELF
+332.6%
+520.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +0.9% |
| 7D | +5.8% | +1.6% | +4.2% | +5.4% |
| 30D | +8.9% | +9.1% | -0.2% | +6.8% |
| 3M | -13.6% | +28.2% | -41.8% | -18.2% |
| 6M | -5.4% | +119.5% | -124.9% | -20.7% |
| YTD | -13.6% | +55.2% | -68.8% | -23.2% |
| 1Y | -2.5% | +58.6% | -61.1% | -13.9% |
| 3Y | +50.9% | +21.3% | +29.6% | +23.8% |
| 5Y | +81.4% | +276.2% | -194.8% | +4.4% |
| All | +853.3% | +332.6% | +520.7% | +348.8% |
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