-69.3%
APTV vs EIX
+28.4%
-97.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.5% | -9.1% | -6.1% |
| 7D | +2.0% | +0.9% | +1.1% | +1.5% |
| 30D | -7.7% | -13.5% | +5.8% | -4.9% |
| 3M | -34.0% | -15.3% | -18.7% | -31.5% |
| 6M | -37.1% | -15.3% | -21.8% | -34.9% |
| YTD | -39.9% | +2.7% | -42.6% | -43.0% |
| 1Y | -44.4% | +17.4% | -61.9% | -50.5% |
| 3Y | -54.5% | -1.3% | -53.2% | -57.4% |
| All | -69.3% | +28.4% | -97.7% | -75.8% |
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