-35.6%
ELAN vs APTV
-47.6%
+12.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -5.4% | -5.0% | -0.4% | -3.6% |
| 30D | +4.7% | -6.1% | +10.8% | +7.1% |
| 3M | -3.7% | -33.0% | +29.3% | +10.8% |
| 6M | -1.2% | -35.2% | +34.0% | +14.5% |
| YTD | +2.4% | -40.1% | +42.5% | +21.6% |
| 1Y | +23.4% | -45.6% | +69.0% | +51.6% |
| 3Y | +96.7% | -54.4% | +151.0% | +148.3% |
| 5Y | -30.6% | -68.9% | +38.3% | -2.6% |
| All | -35.6% | -47.6% | +12.0% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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