+128.1%
AA vs APTV
-18.0%
+146.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -0.4% |
| 7D | -0.6% | -1.2% | +0.5% | -0.3% |
| 30D | -1.6% | -10.6% | +9.1% | +4.8% |
| 3M | -29.8% | -35.0% | +5.2% | -11.3% |
| 6M | -16.6% | -38.9% | +22.3% | +6.5% |
| YTD | -4.0% | -41.5% | +37.5% | +25.0% |
| 1Y | +63.5% | -45.8% | +109.3% | +123.0% |
| 3Y | +86.8% | -55.7% | +142.5% | +178.2% |
| 5Y | +12.4% | -70.1% | +82.5% | +101.8% |
| All | +128.1% | -18.0% | +146.1% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling