-68.8%
APTV vs EME
+540.8%
-609.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.4% | +2.9% |
| 7D | -1.8% | +0.9% | -2.8% | -2.2% |
| 30D | -7.9% | -8.4% | +0.5% | -5.1% |
| 3M | -29.9% | -3.6% | -26.3% | -29.7% |
| 6M | -36.6% | +3.6% | -40.1% | -38.6% |
| YTD | -40.0% | +22.5% | -62.5% | -46.1% |
| 1Y | -44.0% | +18.2% | -62.2% | -49.8% |
| 3Y | -54.5% | +238.4% | -292.9% | -80.0% |
| 5Y | -68.8% | +550.5% | -619.3% | -92.5% |
| All | -68.8% | +540.8% | -609.6% | -92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling