-18.2%
APTV vs ESI
+310.7%
-328.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.5% | +7.2% | +5.2% |
| 7D | -1.8% | -2.3% | +0.5% | -0.6% |
| 30D | -7.9% | -9.0% | +1.1% | -3.3% |
| 3M | -29.9% | -13.3% | -16.7% | -26.1% |
| 6M | -36.6% | +5.3% | -41.9% | -41.8% |
| YTD | -40.0% | +37.6% | -77.6% | -53.9% |
| 1Y | -44.0% | +33.6% | -77.6% | -56.5% |
| 3Y | -54.5% | +75.8% | -130.3% | -71.4% |
| 5Y | -68.8% | +68.6% | -137.4% | -79.9% |
| All | -18.2% | +310.7% | -328.9% | -68.0% |
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