+357.2%
ELF vs APD
+187.0%
+170.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +6.3% | -0.2% | +6.5% | +6.4% |
| 30D | +8.5% | +11.0% | -2.5% | +3.7% |
| 3M | +24.4% | +1.3% | +23.1% | +23.6% |
| 6M | +94.7% | +6.4% | +88.4% | +88.5% |
| YTD | +55.9% | +28.9% | +26.9% | +36.6% |
| 1Y | +48.4% | +23.2% | +25.2% | +32.6% |
| 3Y | +24.6% | +26.3% | -1.7% | +6.5% |
| 5Y | +285.0% | +12.0% | +273.0% | +237.8% |
| 10Y | +357.2% | +183.2% | +174.1% | +148.9% |
| All | +357.2% | +187.0% | +170.2% | +148.9% |
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