+84.9%
ELF vs APD
+4.3%
+80.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.7% |
| 7D | -2.7% | -0.7% | -2.0% | -2.5% |
| 30D | +6.9% | +10.1% | -3.3% | +4.9% |
| 3M | +27.2% | +4.9% | +22.3% | +26.4% |
| 6M | +84.9% | +2.5% | +82.4% | +54.8% |
| All | +84.9% | +4.3% | +80.6% | +54.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling