+51.9%
ELF vs APD
+24.7%
+27.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | +4.3% | -1.2% | +5.4% | +4.3% |
| 30D | +7.7% | +11.0% | -3.3% | +7.1% |
| 3M | +24.7% | +2.6% | +22.1% | +24.3% |
| 6M | +114.6% | +4.8% | +109.8% | +110.8% |
| YTD | +55.8% | +31.0% | +24.8% | +43.7% |
| 1Y | +51.9% | +23.4% | +28.5% | +46.3% |
| All | +51.9% | +24.7% | +27.2% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling