+76.8%
AEP vs APTV
-55.3%
+132.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.6% | -1.0% |
| 7D | -1.0% | -1.8% | +0.8% | -1.0% |
| 30D | -0.1% | -7.9% | +7.8% | 0.0% |
| 3M | -3.2% | -29.9% | +26.7% | -2.8% |
| 6M | -5.3% | -36.6% | +31.3% | -4.8% |
| YTD | +9.5% | -40.0% | +49.5% | +10.2% |
| 1Y | +17.5% | -44.0% | +61.5% | +18.3% |
| All | +76.8% | -55.3% | +132.1% | +83.2% |
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