-77.5%
APTV vs ED
+85.1%
-162.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.3% |
| 7D | -1.7% | +2.1% | -3.8% | -1.9% |
| 30D | -11.6% | +10.4% | -22.0% | -12.4% |
| 3M | -21.2% | +12.5% | -33.7% | -22.0% |
| 6M | -28.5% | +14.9% | -43.4% | -29.6% |
| YTD | -49.1% | +24.8% | -73.9% | -50.6% |
| 1Y | -52.2% | +23.8% | -76.0% | -53.6% |
| 3Y | -48.6% | +51.6% | -100.3% | -54.7% |
| All | -77.5% | +85.1% | -162.6% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling