-46.5%
APTV vs ESI
+27.8%
-74.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.6% | +9.3% | +5.7% |
| 7D | -1.9% | -6.6% | +4.7% | -0.4% |
| 30D | -1.4% | -10.9% | +9.5% | +1.0% |
| 3M | -9.3% | -13.8% | +4.5% | -6.6% |
| 6M | -27.3% | -21.5% | -5.8% | -23.7% |
| YTD | -43.1% | +34.7% | -77.8% | -54.7% |
| 1Y | -46.5% | +24.9% | -71.4% | -55.4% |
| All | -46.5% | +27.8% | -74.3% | -55.4% |
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