+58.6%
ELF vs APD
+25.0%
+33.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | +1.6% | +3.8% | -2.3% | +1.3% |
| 30D | +9.1% | +8.2% | +0.9% | +8.5% |
| 3M | +28.2% | +4.3% | +23.9% | +27.6% |
| 6M | +119.5% | +4.7% | +114.8% | +115.4% |
| YTD | +55.2% | +31.5% | +23.6% | +42.7% |
| 1Y | +58.6% | +23.5% | +35.1% | +51.8% |
| All | +58.6% | +25.0% | +33.6% | +51.8% |
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