+343.5%
AEM vs APTV
-56.4%
+400.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.0% | +0.7% |
| 7D | +3.0% | -1.2% | +4.2% | +3.1% |
| 30D | +12.5% | -10.6% | +23.1% | +13.9% |
| 3M | +26.9% | -35.0% | +61.9% | +32.7% |
| 6M | -9.4% | -38.9% | +29.5% | -5.5% |
| YTD | +20.3% | -41.5% | +61.8% | +26.2% |
| 1Y | +33.8% | -45.8% | +79.6% | +40.8% |
| All | +343.5% | -56.4% | +400.0% | +384.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling