-48.6%
APTV vs AEE
+65.0%
-113.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -1.7% | +1.7% | -3.5% | -2.0% |
| 30D | -11.6% | +9.7% | -21.3% | -12.7% |
| 3M | -21.2% | +5.9% | -27.1% | -21.8% |
| 6M | -28.5% | +6.7% | -35.2% | -29.3% |
| YTD | -49.1% | +17.4% | -66.4% | -50.5% |
| 1Y | -52.2% | +12.7% | -64.8% | -53.2% |
| 3Y | -48.6% | +68.2% | -116.8% | -60.0% |
| All | -48.6% | +65.0% | -113.6% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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