-70.1%
APTV vs ESI
+74.4%
-144.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.0% |
| 7D | -1.2% | +3.9% | -5.1% | -3.2% |
| 30D | -10.6% | -3.8% | -6.9% | -9.0% |
| 3M | -35.0% | -13.1% | -21.9% | -31.3% |
| 6M | -38.9% | +11.3% | -50.2% | -46.2% |
| YTD | -41.5% | +44.1% | -85.6% | -57.4% |
| 1Y | -45.8% | +40.3% | -86.1% | -60.2% |
| 3Y | -55.7% | +84.1% | -139.8% | -75.1% |
| 5Y | -70.1% | +75.8% | -145.9% | -82.6% |
| All | -70.1% | +74.4% | -144.6% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling