+255.0%
ELF vs APD
+27.6%
+227.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.4% |
| 7D | +5.4% | -2.2% | +7.6% | +6.2% |
| 30D | +27.0% | +2.1% | +24.9% | +26.1% |
| 3M | +113.2% | +7.2% | +106.0% | +107.7% |
| 6M | +36.6% | +11.2% | +25.3% | +30.3% |
| YTD | +44.2% | +24.4% | +19.8% | +30.7% |
| 1Y | -18.0% | +6.7% | -24.7% | -21.0% |
| 3Y | -19.9% | +9.2% | -29.2% | -24.1% |
| All | +255.0% | +27.6% | +227.5% | +168.6% |
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 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