-19.1%
APTV vs ED
+105.2%
-124.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.6% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | -10.6% | +1.9% | -12.6% | -10.8% |
| 3M | -35.0% | +1.9% | -36.9% | -35.2% |
| 6M | -38.9% | -2.3% | -36.6% | -38.8% |
| YTD | -41.5% | +10.9% | -52.4% | -42.5% |
| 1Y | -45.8% | +14.5% | -60.3% | -47.1% |
| 3Y | -55.7% | +33.4% | -89.1% | -58.4% |
| 5Y | -70.1% | +67.3% | -137.4% | -72.8% |
| 10Y | -19.1% | +110.7% | -129.8% | -27.7% |
| All | -19.1% | +105.2% | -124.3% | -27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling