-69.1%
APTV vs ACI
-44.9%
-24.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.3% | -1.4% | -4.1% |
| 7D | +2.0% | -2.6% | +4.5% | +2.4% |
| 30D | -7.7% | +1.1% | -8.8% | -7.8% |
| 3M | -34.0% | -23.6% | -10.4% | -31.3% |
| 6M | -37.1% | -29.9% | -7.2% | -33.7% |
| YTD | -39.9% | -26.9% | -13.0% | -37.3% |
| 1Y | -44.4% | -34.2% | -10.2% | -40.9% |
| 3Y | -54.5% | -43.6% | -10.9% | -50.4% |
| 5Y | -69.1% | -42.4% | -26.7% | -67.5% |
| All | -69.1% | -44.9% | -24.2% | -67.5% |
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