-40.4%
APTV vs ET
+31.4%
-71.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.1% |
| 7D | +4.8% | +0.9% | +3.9% | +5.0% |
| 30D | +2.0% | +7.5% | -5.5% | +3.1% |
| 3M | -34.2% | +11.4% | -45.7% | -33.3% |
| 6M | -34.7% | +18.5% | -53.2% | -34.3% |
| YTD | -37.0% | +37.4% | -74.4% | -37.6% |
| 1Y | -40.4% | +30.9% | -71.3% | -42.2% |
| All | -40.4% | +31.4% | -71.8% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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