-35.6%
ELAN vs APD
+108.4%
-144.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.7% |
| 7D | -5.4% | -3.3% | -2.2% | -4.1% |
| 30D | +4.7% | -4.2% | +8.9% | +6.5% |
| 3M | -3.7% | +5.4% | -9.1% | -6.2% |
| 6M | -1.2% | +6.3% | -7.5% | -4.5% |
| YTD | +2.4% | +20.3% | -17.9% | -6.5% |
| 1Y | +23.4% | +1.6% | +21.8% | +20.6% |
| 3Y | +96.7% | +4.0% | +92.7% | +85.6% |
| 5Y | -30.6% | +23.3% | -53.9% | -41.3% |
| All | -35.6% | +108.4% | -144.1% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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