+60.7%
APO vs ELF
-17.1%
+77.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.9% |
| 7D | -1.0% | +5.4% | -6.4% | -1.7% |
| 30D | +3.5% | +27.0% | -23.5% | +0.1% |
| 3M | +4.5% | +113.2% | -108.7% | -6.1% |
| 6M | +22.8% | +36.6% | -13.8% | +16.7% |
| YTD | -6.5% | +44.2% | -50.7% | -12.2% |
| 1Y | +0.8% | -18.0% | +18.8% | +1.0% |
| All | +60.7% | -17.1% | +77.8% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling