-54.5%
APTV vs ELF
-23.6%
-30.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.9% | +0.3% | -3.9% |
| 7D | +2.0% | -1.2% | +3.1% | +2.2% |
| 30D | -7.7% | +5.9% | -13.6% | -8.5% |
| 3M | -34.0% | +99.5% | -133.5% | -40.7% |
| 6M | -37.1% | +26.5% | -63.6% | -39.9% |
| YTD | -39.9% | +37.2% | -77.1% | -43.5% |
| 1Y | -44.4% | -24.4% | -20.0% | -43.9% |
| 3Y | -54.5% | -23.3% | -31.2% | -56.1% |
| All | -54.5% | -23.6% | -30.9% | -56.1% |
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