-47.5%
APTV vs ELF
+24.8%
-72.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.7% |
| 7D | -4.3% | +6.3% | -10.6% | -5.2% |
| 30D | -9.7% | +8.5% | -18.2% | -10.8% |
| 3M | -20.6% | +24.4% | -45.0% | -23.3% |
| 6M | -31.7% | +94.7% | -126.4% | -39.0% |
| YTD | -48.0% | +55.9% | -103.8% | -52.3% |
| 1Y | -52.1% | +48.4% | -100.5% | -55.8% |
| All | -47.5% | +24.8% | -72.3% | -60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling