+193.5%
APTV vs EIX
+149.6%
+43.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +2.8% |
| 7D | +4.8% | -19.1% | +23.9% | +11.4% |
| 30D | +2.0% | -16.9% | +18.9% | +6.9% |
| 3M | -34.2% | -20.0% | -14.2% | -30.2% |
| 6M | -34.7% | -21.3% | -13.3% | -30.4% |
| YTD | -37.0% | -1.7% | -35.3% | -38.6% |
| 1Y | -40.4% | +9.6% | -50.0% | -44.4% |
| 3Y | -54.1% | -3.7% | -50.4% | -55.9% |
| 5Y | -68.0% | +22.6% | -90.6% | -72.2% |
| 10Y | -15.5% | +17.7% | -33.2% | -27.8% |
| All | +193.5% | +149.6% | +43.9% | +86.5% |
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 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