-44.0%
APTV vs EL
+11.6%
-55.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.1% |
| 7D | -1.8% | -4.4% | +2.5% | -0.9% |
| 30D | -7.9% | +10.3% | -18.2% | -9.7% |
| 3M | -29.9% | +13.4% | -43.3% | -31.7% |
| 6M | -36.6% | +3.1% | -39.7% | -38.0% |
| YTD | -40.0% | -6.9% | -33.0% | -40.8% |
| 1Y | -44.0% | +11.9% | -55.9% | -46.0% |
| All | -44.0% | +11.6% | -55.6% | -46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling