-77.5%
APTV vs ACI
-42.9%
-34.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -1.7% | +2.3% | -4.0% | -2.1% |
| 30D | -11.6% | +1.2% | -12.8% | -11.7% |
| 3M | -21.2% | +6.8% | -28.0% | -22.0% |
| 6M | -28.5% | -18.7% | -9.8% | -26.4% |
| YTD | -49.1% | -20.2% | -28.9% | -47.6% |
| 1Y | -52.2% | -23.7% | -28.5% | -50.4% |
| 3Y | -48.6% | -31.6% | -17.0% | -46.0% |
| All | -77.5% | -42.9% | -34.6% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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