-40.4%
APTV vs ESI
+44.5%
-84.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.1% | +2.3% |
| 7D | +4.8% | +3.3% | +1.5% | +3.9% |
| 30D | +2.0% | -5.9% | +7.9% | +3.5% |
| 3M | -34.2% | -14.1% | -20.2% | -31.8% |
| 6M | -34.7% | +6.6% | -41.2% | -38.2% |
| YTD | -37.0% | +45.0% | -82.0% | -49.2% |
| 1Y | -40.4% | +41.5% | -81.9% | -51.4% |
| All | -40.4% | +44.5% | -84.9% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling