-45.6%
APTV vs AEIS
+81.9%
-127.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.3% | -1.0% |
| 7D | -5.0% | +2.3% | -7.3% | -5.4% |
| 30D | -6.1% | -14.8% | +8.7% | -3.9% |
| 3M | -33.0% | -15.6% | -17.4% | -31.5% |
| 6M | -35.2% | -8.7% | -26.5% | -35.2% |
| YTD | -40.1% | +37.3% | -77.5% | -46.2% |
| 1Y | -45.6% | +80.3% | -125.9% | -54.6% |
| All | -45.6% | +81.9% | -127.5% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling