-31.8%
APTV vs ELF
+391.6%
-423.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -1.1% |
| 7D | -1.7% | +1.6% | -3.3% | -2.1% |
| 30D | -11.6% | +9.1% | -20.7% | -13.5% |
| 3M | -21.2% | +28.2% | -49.4% | -25.9% |
| 6M | -28.5% | +119.5% | -148.1% | -41.5% |
| YTD | -49.1% | +55.2% | -104.2% | -55.5% |
| 1Y | -52.2% | +58.6% | -110.8% | -58.5% |
| 3Y | -48.6% | +21.3% | -69.9% | -58.8% |
| 5Y | -77.3% | +276.2% | -353.5% | -88.0% |
| 10Y | -26.9% | +337.0% | -363.8% | -69.9% |
| All | -31.8% | +391.6% | -423.4% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling