-76.6%
APTV vs EIX
+17.5%
-94.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -4.3% | +1.0% | -5.3% | -4.5% |
| 30D | -9.7% | +8.9% | -18.5% | -12.1% |
| 3M | -20.6% | -9.8% | -10.8% | -19.4% |
| 6M | -31.7% | -10.2% | -21.5% | -30.8% |
| YTD | -48.0% | +5.9% | -53.9% | -51.2% |
| 1Y | -52.1% | +10.9% | -63.0% | -56.0% |
| 3Y | -47.9% | +10.2% | -58.1% | -53.9% |
| All | -76.6% | +17.5% | -94.1% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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