-45.5%
APTV vs ESI
+40.3%
-85.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.3% |
| 7D | -1.2% | +3.9% | -5.1% | -2.1% |
| 30D | -10.6% | -3.8% | -6.9% | -9.8% |
| 3M | -35.0% | -13.1% | -21.9% | -32.9% |
| 6M | -38.9% | +11.3% | -50.2% | -43.3% |
| YTD | -41.5% | +44.1% | -85.6% | -52.9% |
| All | -45.5% | +40.3% | -85.8% | -55.7% |
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 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