-20.0%
APTV vs ES
+85.1%
-105.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.8% |
| 7D | +2.0% | +1.4% | +0.6% | +1.6% |
| 30D | -7.7% | -1.2% | -6.5% | -7.5% |
| 3M | -34.0% | +5.0% | -39.0% | -35.1% |
| 6M | -37.1% | -2.8% | -34.3% | -36.9% |
| YTD | -39.9% | +8.6% | -48.5% | -41.8% |
| 1Y | -44.4% | +18.9% | -63.4% | -47.8% |
| 3Y | -54.5% | +32.1% | -86.6% | -59.2% |
| 5Y | -69.1% | -5.1% | -64.0% | -69.7% |
| 10Y | -20.0% | +84.2% | -104.2% | -28.6% |
| All | -20.0% | +85.1% | -105.1% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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