+2,566.8%
ELV vs APD
+1,463.1%
+1,103.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.4% |
| 7D | -1.1% | -1.2% | +0.1% | -0.7% |
| 30D | +1.8% | +11.0% | -9.3% | -2.5% |
| 3M | +10.5% | +2.6% | +7.9% | +9.2% |
| 6M | +13.5% | +4.8% | +8.6% | +10.9% |
| YTD | +24.3% | +31.0% | -6.7% | +10.3% |
| 1Y | +38.9% | +23.4% | +15.6% | +26.0% |
| 3Y | -1.5% | +28.4% | -29.8% | -15.2% |
| 5Y | +7.3% | +15.2% | -7.9% | -5.7% |
| 10Y | +268.7% | +190.7% | +78.0% | +111.6% |
| All | +2,566.8% | +1,463.1% | +1,103.8% | +558.1% |
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