-68.8%
APTV vs AEE
+38.5%
-107.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.0% |
| 7D | -1.8% | -0.7% | -1.1% | -1.6% |
| 30D | -7.9% | -2.0% | -5.9% | -7.4% |
| 3M | -29.9% | -2.8% | -27.1% | -29.6% |
| 6M | -36.6% | -3.6% | -33.0% | -36.2% |
| YTD | -40.0% | +7.3% | -47.3% | -41.8% |
| 1Y | -44.0% | +8.7% | -52.7% | -46.0% |
| 3Y | -54.5% | +46.0% | -100.5% | -61.8% |
| 5Y | -68.8% | +39.8% | -108.6% | -73.4% |
| All | -68.8% | +38.5% | -107.3% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling