-40.4%
APTV vs ED
+12.4%
-52.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +2.4% |
| 7D | +4.8% | -0.2% | +5.0% | +4.7% |
| 30D | +2.0% | -0.1% | +2.1% | +2.0% |
| 3M | -34.2% | +3.9% | -38.2% | -33.0% |
| 6M | -34.7% | -3.0% | -31.6% | -35.0% |
| YTD | -37.0% | +10.7% | -47.7% | -33.2% |
| 1Y | -40.4% | +13.3% | -53.7% | -35.9% |
| All | -40.4% | +12.4% | -52.8% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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