-44.0%
APTV vs ELF
-31.2%
-12.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.3% | +7.0% | +3.1% |
| 7D | -1.8% | -10.8% | +9.0% | -0.6% |
| 30D | -7.9% | +0.8% | -8.7% | -8.0% |
| 3M | -29.9% | +64.8% | -94.7% | -33.9% |
| 6M | -36.6% | +19.0% | -55.6% | -38.5% |
| YTD | -40.0% | +25.9% | -65.9% | -42.2% |
| 1Y | -44.0% | -28.8% | -15.2% | -43.7% |
| All | -44.0% | -31.2% | -12.9% | -43.7% |
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