+364.2%
ELF vs APD
+192.6%
+171.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.7% | +1.9% |
| 7D | +7.8% | -1.6% | +9.4% | +8.6% |
| 30D | +9.3% | +10.6% | -1.3% | +4.6% |
| 3M | +21.2% | +2.5% | +18.7% | +19.7% |
| 6M | +96.1% | +6.0% | +90.1% | +90.1% |
| YTD | +57.0% | +28.4% | +28.5% | +37.8% |
| 1Y | +61.9% | +22.2% | +39.7% | +45.2% |
| 3Y | +20.0% | +26.6% | -6.6% | +2.4% |
| 5Y | +284.8% | +11.8% | +273.0% | +237.9% |
| 10Y | +364.2% | +187.8% | +176.4% | +152.6% |
| All | +364.2% | +192.6% | +171.7% | +152.6% |
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