+482.9%
AEP vs APTV
+138.1%
+344.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.9% | -1.7% | +4.6% | +3.0% |
| 30D | +3.2% | -11.6% | +14.8% | +4.0% |
| 3M | +3.8% | -21.2% | +25.0% | +5.4% |
| 6M | +2.5% | -28.5% | +31.0% | +4.4% |
| YTD | +15.5% | -49.1% | +64.5% | +20.2% |
| 1Y | +9.6% | -52.2% | +61.8% | +14.6% |
| 3Y | +91.2% | -48.6% | +139.8% | +96.7% |
| 5Y | +88.2% | -77.3% | +165.5% | +104.0% |
| 10Y | +205.1% | -26.9% | +232.0% | +186.9% |
| All | +482.9% | +138.1% | +344.8% | +348.5% |
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