+179.9%
APTV vs EFV
+246.8%
-66.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -3.8% |
| 7D | +2.0% | +1.0% | +1.0% | +0.8% |
| 30D | -7.7% | +0.2% | -7.9% | -7.8% |
| 3M | -34.0% | +9.6% | -43.6% | -41.1% |
| 6M | -37.1% | +14.0% | -51.1% | -46.8% |
| YTD | -39.9% | +18.5% | -58.4% | -51.6% |
| 1Y | -44.4% | +27.9% | -72.3% | -59.3% |
| 3Y | -54.5% | +92.4% | -146.9% | -80.0% |
| 5Y | -69.1% | +97.2% | -166.3% | -86.4% |
| 10Y | -20.0% | +163.0% | -183.0% | -73.1% |
| All | +179.9% | +246.8% | -66.9% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling