-54.5%
APTV vs EL
-30.9%
-23.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -4.0% |
| 7D | +2.0% | +1.7% | +0.3% | +1.5% |
| 30D | -7.7% | +15.5% | -23.2% | -12.1% |
| 3M | -34.0% | +20.6% | -54.6% | -38.1% |
| 6M | -37.1% | +10.5% | -47.6% | -40.0% |
| YTD | -39.9% | -1.9% | -38.0% | -41.1% |
| 1Y | -44.4% | +16.1% | -60.5% | -49.1% |
| 3Y | -54.5% | -30.2% | -24.3% | -49.4% |
| All | -54.5% | -30.9% | -23.5% | -49.4% |
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