+16.4%
ELV vs APD
+26.2%
-9.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -0.3% | -2.5% | +2.2% | +0.3% |
| 30D | +2.0% | -1.9% | +3.9% | +2.4% |
| 3M | -3.5% | +8.2% | -11.7% | -5.2% |
| 6M | +40.2% | +10.7% | +29.4% | +36.9% |
| YTD | +15.8% | +22.9% | -7.1% | +10.3% |
| 1Y | +33.2% | +5.8% | +27.4% | +30.8% |
| 3Y | -6.2% | +7.8% | -14.0% | -9.5% |
| 5Y | +16.4% | +26.1% | -9.7% | +2.8% |
| All | +16.4% | +26.2% | -9.8% | +2.8% |
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 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