+341.4%
ELF vs APD
+185.9%
+155.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.4% |
| 7D | +4.0% | -3.7% | +7.6% | +5.6% |
| 30D | +10.6% | +9.6% | +1.0% | +6.2% |
| 3M | +25.8% | +1.6% | +24.2% | +24.8% |
| 6M | +89.1% | +2.2% | +86.9% | +86.2% |
| YTD | +52.7% | +25.9% | +26.9% | +35.2% |
| 1Y | +51.7% | +20.1% | +31.6% | +37.0% |
| 3Y | +14.2% | +12.4% | +1.8% | +2.8% |
| 5Y | +270.7% | +11.1% | +259.6% | +225.9% |
| All | +341.4% | +185.9% | +155.5% | +140.0% |
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