-53.1%
APTV vs ESI
+21.7%
-74.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.0% |
| 7D | -5.0% | +8.3% | -13.3% | -6.8% |
| 30D | -12.3% | -10.4% | -1.9% | -10.3% |
| 3M | -19.9% | -13.2% | -6.8% | -17.7% |
| 6M | -29.4% | -23.9% | -5.5% | -25.1% |
| YTD | -49.0% | +34.2% | -83.2% | -59.4% |
| 1Y | -53.1% | +22.2% | -75.3% | -60.4% |
| All | -53.1% | +21.7% | -74.8% | -60.4% |
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