+137.0%
APO vs ELF
+239.6%
-102.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -0.5% |
| 7D | +0.1% | -1.2% | +1.3% | +0.3% |
| 30D | +3.9% | +5.9% | -2.0% | +2.6% |
| 3M | +3.8% | +99.5% | -95.8% | -9.4% |
| 6M | +22.3% | +26.5% | -4.2% | +15.5% |
| YTD | -7.8% | +37.2% | -45.0% | -14.8% |
| 1Y | -0.3% | -24.4% | +24.1% | +1.3% |
| 3Y | +57.1% | -23.3% | +80.4% | +41.2% |
| 5Y | +137.0% | +245.2% | -108.2% | -6.2% |
| All | +137.0% | +239.6% | -102.6% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling