-18.4%
APTV vs EL
+26.1%
-44.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -5.0% | -6.5% | +1.5% | -2.0% |
| 30D | -6.1% | +11.1% | -17.2% | -11.4% |
| 3M | -33.0% | +10.7% | -43.7% | -36.9% |
| 6M | -35.2% | +6.9% | -42.1% | -39.1% |
| YTD | -40.1% | -6.3% | -33.9% | -41.2% |
| 1Y | -45.6% | +13.5% | -59.1% | -52.2% |
| 3Y | -54.4% | -33.1% | -21.3% | -51.1% |
| 5Y | -68.9% | -68.8% | -0.1% | -48.1% |
| All | -18.4% | +26.1% | -44.6% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling