-46.5%
APTV vs ELF
-3.2%
-43.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.4% |
| 7D | -1.9% | -1.5% | -0.3% | -1.7% |
| 30D | -1.4% | +9.5% | -11.0% | -2.4% |
| 3M | -9.3% | +29.4% | -38.7% | -11.8% |
| 6M | -27.3% | +83.7% | -111.0% | -32.3% |
| YTD | -43.1% | +49.4% | -92.6% | -46.3% |
| 1Y | -46.5% | -3.9% | -42.6% | -48.2% |
| All | -46.5% | -3.2% | -43.2% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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