+275.1%
ELF vs APD
+11.0%
+264.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.2% |
| 7D | +4.0% | -3.7% | +7.6% | +5.3% |
| 30D | +10.6% | +9.6% | +1.0% | +7.1% |
| 3M | +25.8% | +1.6% | +24.2% | +25.0% |
| 6M | +89.1% | +2.2% | +86.9% | +86.8% |
| YTD | +52.7% | +25.9% | +26.9% | +37.9% |
| 1Y | +51.7% | +20.1% | +31.6% | +39.4% |
| 3Y | +14.2% | +12.4% | +1.8% | +6.9% |
| All | +275.1% | +11.0% | +264.2% | +207.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling