+4.2%
APTV vs ESI
+224.6%
-220.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.1% | +1.8% |
| 7D | +4.8% | +3.3% | +1.5% | +3.3% |
| 30D | +2.0% | -5.9% | +7.9% | +4.4% |
| 3M | -34.2% | -14.1% | -20.2% | -30.9% |
| 6M | -34.7% | +6.6% | -41.2% | -38.7% |
| YTD | -37.0% | +45.0% | -82.0% | -48.9% |
| 1Y | -40.4% | +41.5% | -81.9% | -51.3% |
| 3Y | -54.1% | +78.8% | -132.9% | -66.8% |
| 5Y | -68.0% | +70.9% | -138.9% | -76.3% |
| 10Y | -15.5% | +317.1% | -332.6% | -55.4% |
| All | +4.2% | +224.6% | -220.4% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling