+193.5%
APTV vs AEIS
+3,016.1%
-2,822.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.6% | +2.1% |
| 7D | +4.8% | +3.0% | +1.8% | +3.6% |
| 30D | +2.0% | -14.6% | +16.6% | +7.7% |
| 3M | -34.2% | -12.4% | -21.8% | -33.9% |
| 6M | -34.7% | -15.0% | -19.7% | -34.6% |
| YTD | -37.0% | +34.3% | -71.3% | -48.6% |
| 1Y | -40.4% | +87.4% | -127.8% | -58.4% |
| 3Y | -54.1% | +139.8% | -193.9% | -72.5% |
| 5Y | -68.0% | +220.7% | -288.8% | -83.2% |
| 10Y | -15.5% | +531.6% | -547.1% | -67.2% |
| All | +193.5% | +3,016.1% | -2,822.6% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling