-28.2%
APTV vs EL
+60.4%
-88.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.8% |
| 7D | -5.0% | +2.7% | -7.7% | -6.2% |
| 30D | -12.3% | +10.8% | -23.1% | -16.6% |
| 3M | -19.9% | +26.5% | -46.4% | -29.3% |
| 6M | -29.4% | +31.1% | -60.5% | -39.3% |
| YTD | -49.0% | +6.6% | -55.6% | -53.0% |
| 1Y | -53.1% | +21.8% | -74.9% | -59.7% |
| 3Y | -48.9% | +1.8% | -50.6% | -55.9% |
| 5Y | -77.2% | -65.6% | -11.7% | -63.3% |
| All | -28.2% | +60.4% | -88.6% | -48.2% |
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