-25.5%
APP vs ELF
+76.3%
-101.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.3% | +34.4% | +31.7% |
| 7D | +39.7% | -2.7% | +42.4% | +40.3% |
| 30D | +27.7% | +6.9% | +20.9% | +25.4% |
| 3M | -14.8% | +27.2% | -42.0% | -21.1% |
| 6M | -25.5% | +84.9% | -110.4% | -35.9% |
| All | -25.5% | +76.3% | -101.8% | -35.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling