-40.4%
APTV vs AFL
+11.7%
-52.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +2.9% |
| 7D | +4.8% | +0.6% | +4.2% | +4.9% |
| 30D | +2.0% | -6.2% | +8.2% | +1.2% |
| 3M | -34.2% | +2.2% | -36.4% | -33.8% |
| 6M | -34.7% | +5.3% | -39.9% | -35.2% |
| YTD | -37.0% | +8.0% | -44.9% | -37.5% |
| 1Y | -40.4% | +10.2% | -50.6% | -39.8% |
| All | -40.4% | +11.7% | -52.1% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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