+916.7%
APO vs ELV
+278.6%
+638.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -7.0% | -3.5% |
| 7D | -3.5% | +2.8% | -6.3% | -4.5% |
| 30D | -6.6% | +4.9% | -11.5% | -8.3% |
| 3M | -3.3% | +4.9% | -8.2% | -5.8% |
| 6M | +22.6% | +45.1% | -22.5% | +4.9% |
| YTD | -9.8% | +20.7% | -30.5% | -18.0% |
| 1Y | -3.9% | +35.0% | -38.9% | -16.9% |
| 3Y | +52.5% | -2.4% | +54.9% | +43.8% |
| 5Y | +134.0% | +25.5% | +108.6% | +89.1% |
| All | +916.7% | +278.6% | +638.1% | +420.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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