+2,497.1%
ELV vs APD
+1,432.7%
+1,064.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.8% | -2.6% |
| 7D | +1.1% | -1.6% | +2.7% | +1.8% |
| 30D | +1.3% | +10.6% | -9.3% | -2.8% |
| 3M | +6.6% | +2.5% | +4.0% | +5.3% |
| 6M | +11.6% | +6.0% | +5.6% | +8.6% |
| YTD | +21.1% | +28.4% | -7.4% | +8.3% |
| 1Y | +34.2% | +22.2% | +12.1% | +22.3% |
| 3Y | -2.9% | +26.6% | -29.5% | -16.0% |
| 5Y | +4.6% | +11.8% | -7.1% | -6.9% |
| 10Y | +272.8% | +187.8% | +85.1% | +114.9% |
| All | +2,497.1% | +1,432.7% | +1,064.4% | +546.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling