-69.3%
APTV vs ELF
+244.6%
-313.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.9% | +0.3% | -3.7% |
| 7D | +2.0% | -1.2% | +3.1% | +2.2% |
| 30D | -7.7% | +5.9% | -13.6% | -8.9% |
| 3M | -34.0% | +99.5% | -133.5% | -43.1% |
| 6M | -37.1% | +26.5% | -63.6% | -40.9% |
| YTD | -39.9% | +37.2% | -77.1% | -44.9% |
| 1Y | -44.4% | -24.4% | -20.0% | -43.6% |
| 3Y | -54.5% | -23.3% | -31.2% | -59.2% |
| All | -69.3% | +244.6% | -313.9% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling