+39.9%
ELV vs APD
+36.4%
+3.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.1% | +4.5% |
| 7D | +4.8% | +3.8% | +1.0% | +3.9% |
| 30D | +10.1% | +14.1% | -4.1% | +7.0% |
| 3M | +15.4% | +8.2% | +7.2% | +13.3% |
| 6M | +17.7% | +7.5% | +10.2% | +15.7% |
| YTD | +25.7% | +31.7% | -6.0% | +19.6% |
| 1Y | +39.9% | +35.1% | +4.8% | +32.6% |
| All | +39.9% | +36.4% | +3.5% | +32.6% |
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 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