-27.1%
APTV vs ESI
+330.3%
-357.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -2.7% |
| 7D | -8.9% | +1.8% | -10.7% | -10.0% |
| 30D | -9.5% | -6.6% | -2.9% | -7.0% |
| 3M | -20.6% | -9.4% | -11.2% | -17.6% |
| 6M | -28.9% | -24.1% | -4.8% | -19.9% |
| YTD | -48.2% | +37.1% | -85.3% | -61.1% |
| 1Y | -51.7% | +24.5% | -76.3% | -61.5% |
| 3Y | -48.1% | +83.2% | -131.3% | -69.1% |
| 5Y | -76.7% | +44.0% | -120.6% | -83.9% |
| All | -27.1% | +330.3% | -357.4% | -75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling