+193.5%
APTV vs EL
+121.4%
+72.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +1.7% |
| 7D | +4.8% | +0.8% | +4.0% | +4.4% |
| 30D | +2.0% | +19.8% | -17.8% | -7.1% |
| 3M | -34.2% | +25.7% | -60.0% | -41.7% |
| 6M | -34.7% | +5.4% | -40.1% | -38.2% |
| YTD | -37.0% | +0.2% | -37.2% | -40.0% |
| 1Y | -40.4% | +20.4% | -60.8% | -49.0% |
| 3Y | -54.1% | -32.1% | -22.0% | -51.2% |
| 5Y | -68.0% | -67.2% | -0.8% | -49.2% |
| 10Y | -15.5% | +31.7% | -47.3% | -35.5% |
| All | +193.5% | +121.4% | +72.0% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling