-18.4%
APTV vs EFV
+169.9%
-188.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.8% |
| 7D | -5.0% | -0.8% | -4.2% | -3.9% |
| 30D | -6.1% | +0.6% | -6.7% | -6.8% |
| 3M | -33.0% | +7.5% | -40.5% | -39.5% |
| 6M | -35.2% | +13.0% | -48.3% | -45.7% |
| YTD | -40.1% | +18.3% | -58.5% | -53.1% |
| 1Y | -45.6% | +26.7% | -72.3% | -61.3% |
| 3Y | -54.4% | +89.6% | -143.9% | -81.7% |
| 5Y | -68.9% | +98.2% | -167.1% | -88.0% |
| All | -18.4% | +169.9% | -188.3% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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