-54.5%
APTV vs ESI
+82.9%
-137.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.9% |
| 7D | +2.0% | +5.4% | -3.4% | -0.2% |
| 30D | -7.7% | -4.2% | -3.5% | -6.3% |
| 3M | -34.0% | -9.6% | -24.4% | -32.4% |
| 6M | -37.1% | +18.3% | -55.4% | -44.5% |
| YTD | -39.9% | +45.8% | -85.7% | -53.1% |
| 1Y | -44.4% | +39.2% | -83.6% | -55.8% |
| 3Y | -54.5% | +86.3% | -140.8% | -69.3% |
| All | -54.5% | +82.9% | -137.4% | -69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling