-18.4%
APTV vs EME
+1,362.1%
-1,380.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -2.5% |
| 7D | -5.0% | +3.5% | -8.5% | -6.8% |
| 30D | -6.1% | -6.3% | +0.3% | -3.2% |
| 3M | -33.0% | -3.8% | -29.2% | -33.0% |
| 6M | -35.2% | +8.5% | -43.7% | -39.8% |
| YTD | -40.1% | +27.8% | -68.0% | -49.7% |
| 1Y | -45.6% | +22.2% | -67.8% | -54.1% |
| 3Y | -54.4% | +253.5% | -307.8% | -82.2% |
| 5Y | -68.9% | +578.6% | -647.5% | -92.4% |
| All | -18.4% | +1,362.1% | -1,380.6% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling