-47.9%
APTV vs EL
+3.4%
-51.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -4.3% | +7.6% | -11.9% | -6.5% |
| 30D | -9.7% | +15.7% | -25.3% | -14.0% |
| 3M | -20.6% | +30.5% | -51.1% | -27.8% |
| 6M | -31.7% | +32.5% | -64.3% | -38.7% |
| YTD | -48.0% | +9.4% | -57.4% | -51.1% |
| 1Y | -52.1% | +28.4% | -80.4% | -57.7% |
| 3Y | -47.9% | +4.4% | -52.3% | -53.9% |
| All | -47.9% | +3.4% | -51.3% | -53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling