-4.9%
ELV vs APD
+11.3%
-16.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | +3.3% | -2.2% | +5.5% | +3.7% |
| 30D | +4.2% | +2.1% | +2.1% | +3.8% |
| 3M | -0.1% | +7.2% | -7.2% | -1.1% |
| 6M | +41.3% | +11.2% | +30.0% | +39.0% |
| YTD | +17.4% | +24.4% | -7.0% | +13.6% |
| 1Y | +35.1% | +6.7% | +28.4% | +33.0% |
| All | -4.9% | +11.3% | -16.2% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling