+299.9%
AEM vs APTV
-69.7%
+369.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.7% | -5.6% | -3.2% |
| 7D | -5.0% | -1.8% | -3.2% | -4.9% |
| 30D | +8.5% | -7.9% | +16.4% | +9.4% |
| 3M | +29.3% | -29.9% | +59.2% | +34.2% |
| 6M | -12.9% | -36.6% | +23.7% | -9.0% |
| YTD | +16.8% | -40.0% | +56.7% | +22.7% |
| 1Y | +29.8% | -44.0% | +73.8% | +37.2% |
| 3Y | +336.7% | -54.5% | +391.3% | +370.3% |
| 5Y | +299.9% | -68.8% | +368.7% | +309.1% |
| All | +299.9% | -69.7% | +369.6% | +309.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling