-76.6%
APTV vs ELF
+284.1%
-360.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.7% |
| 7D | -4.3% | +6.3% | -10.6% | -5.5% |
| 30D | -9.7% | +8.5% | -18.2% | -11.2% |
| 3M | -20.6% | +24.4% | -45.0% | -24.2% |
| 6M | -31.7% | +94.7% | -126.4% | -41.0% |
| YTD | -48.0% | +55.9% | -103.8% | -53.6% |
| 1Y | -52.1% | +48.4% | -100.5% | -56.9% |
| 3Y | -47.9% | +24.6% | -72.5% | -59.5% |
| All | -76.6% | +284.1% | -360.7% | -91.8% |
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