+480.3%
AEM vs APTV
+180.9%
+299.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -1.0% |
| 7D | +4.3% | +2.0% | +2.4% | +4.1% |
| 30D | +13.1% | -7.7% | +20.8% | +13.9% |
| 3M | +24.8% | -34.0% | +58.8% | +29.4% |
| 6M | -8.2% | -37.1% | +28.9% | -4.7% |
| YTD | +19.8% | -39.9% | +59.7% | +24.9% |
| 1Y | +32.1% | -44.4% | +76.5% | +38.5% |
| 3Y | +348.2% | -54.5% | +402.7% | +373.5% |
| 5Y | +297.5% | -69.1% | +366.6% | +326.0% |
| 10Y | +343.3% | -20.0% | +363.3% | +324.7% |
| All | +480.3% | +180.9% | +299.3% | +210.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling