+137.5%
APTV vs ED
+257.7%
-120.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.5% |
| 7D | -5.0% | -1.7% | -3.3% | -4.8% |
| 30D | -12.3% | +10.7% | -23.0% | -13.3% |
| 3M | -19.9% | +11.6% | -31.6% | -21.0% |
| 6M | -29.4% | +13.5% | -42.9% | -30.5% |
| YTD | -49.0% | +23.1% | -72.1% | -50.5% |
| 1Y | -53.1% | +23.1% | -76.2% | -54.5% |
| 3Y | -48.9% | +47.9% | -96.8% | -52.4% |
| 5Y | -77.2% | +83.9% | -161.1% | -79.4% |
| 10Y | -26.8% | +142.1% | -168.8% | -36.6% |
| All | +137.5% | +257.7% | -120.2% | +78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling