+904.6%
APO vs ELF
+393.8%
+510.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +8.1% | +6.3% | +1.8% | +6.8% |
| 30D | +3.4% | +8.5% | -5.0% | +1.6% |
| 3M | -6.6% | +24.4% | -31.1% | -11.0% |
| 6M | -7.1% | +94.7% | -101.8% | -20.0% |
| YTD | -14.1% | +55.9% | -70.0% | -23.6% |
| 1Y | -4.7% | +48.4% | -53.1% | -14.5% |
| 3Y | +51.3% | +24.6% | +26.7% | +23.7% |
| 5Y | +82.7% | +285.0% | -202.3% | +5.8% |
| 10Y | +845.7% | +357.2% | +488.5% | +343.8% |
| All | +904.6% | +393.8% | +510.9% | +371.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling