+137.2%
APTV vs EIX
+168.9%
-31.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -1.7% | +1.4% | -3.1% | -2.2% |
| 30D | -11.6% | +8.5% | -20.1% | -14.1% |
| 3M | -21.2% | -13.5% | -7.7% | -18.6% |
| 6M | -28.5% | -12.4% | -16.2% | -26.7% |
| YTD | -49.1% | +5.9% | -55.0% | -51.7% |
| 1Y | -52.2% | +7.6% | -59.8% | -55.0% |
| 3Y | -48.6% | +12.8% | -61.4% | -53.6% |
| 5Y | -77.3% | +19.2% | -96.5% | -80.0% |
| 10Y | -26.9% | +34.9% | -61.7% | -40.1% |
| All | +137.2% | +168.9% | -31.7% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling