+142.2%
APTV vs EL
+141.8%
+0.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -4.3% | +7.6% | -11.9% | -7.5% |
| 30D | -9.7% | +15.7% | -25.3% | -15.8% |
| 3M | -20.6% | +30.5% | -51.1% | -30.9% |
| 6M | -31.7% | +32.5% | -64.3% | -41.6% |
| YTD | -48.0% | +9.4% | -57.4% | -52.7% |
| 1Y | -52.1% | +28.4% | -80.4% | -59.9% |
| 3Y | -47.9% | +4.4% | -52.3% | -55.5% |
| 5Y | -76.9% | -64.5% | -12.4% | -64.7% |
| 10Y | -26.7% | +64.9% | -91.6% | -49.8% |
| All | +142.2% | +141.8% | +0.3% | +39.3% |
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