+33.5%
ELV vs APD
+25.0%
+8.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | +1.0% | +3.8% | -2.9% | -0.1% |
| 30D | +0.4% | +8.2% | -7.8% | -1.6% |
| 3M | +8.4% | +4.3% | +4.1% | +7.2% |
| 6M | +8.4% | +4.7% | +3.7% | +6.9% |
| YTD | +24.4% | +31.5% | -7.2% | +16.1% |
| 1Y | +33.5% | +23.5% | +10.0% | +26.6% |
| All | +33.5% | +25.0% | +8.5% | +26.6% |
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