+338.7%
ELF vs APD
+187.5%
+151.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.4% |
| 7D | +4.3% | -1.2% | +5.4% | +4.8% |
| 30D | +7.7% | +11.0% | -3.3% | +2.9% |
| 3M | +24.7% | +2.6% | +22.1% | +23.2% |
| 6M | +114.6% | +4.8% | +109.8% | +109.4% |
| YTD | +55.8% | +31.0% | +24.8% | +35.6% |
| 1Y | +51.9% | +23.4% | +28.5% | +35.8% |
| 3Y | +24.6% | +28.4% | -3.8% | +5.7% |
| 5Y | +279.2% | +15.2% | +264.0% | +228.3% |
| 10Y | +338.7% | +190.7% | +148.1% | +124.2% |
| All | +338.7% | +187.5% | +151.3% | +124.2% |
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