+137.5%
APTV vs AEIS
+2,437.9%
-2,300.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | -5.0% | +23.2% | -28.2% | -12.6% |
| 30D | -12.3% | -17.0% | +4.7% | -8.1% |
| 3M | -19.9% | -32.2% | +12.2% | -10.4% |
| 6M | -29.4% | -32.6% | +3.2% | -24.1% |
| YTD | -49.0% | +9.4% | -58.4% | -56.4% |
| 1Y | -53.1% | +7.7% | -60.8% | -59.7% |
| 3Y | -48.9% | +157.9% | -206.8% | -71.4% |
| 5Y | -77.2% | +154.8% | -232.0% | -87.3% |
| 10Y | -26.8% | +355.2% | -382.0% | -69.4% |
| All | +137.5% | +2,437.9% | -2,300.4% | -39.0% |
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