-54.4%
APTV vs ET
+96.2%
-150.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -5.0% | +0.2% | -5.3% | -5.1% |
| 30D | -6.1% | +2.9% | -8.9% | -7.1% |
| 3M | -33.0% | +16.8% | -49.8% | -37.1% |
| 6M | -35.2% | +18.9% | -54.1% | -40.0% |
| YTD | -40.1% | +37.7% | -77.9% | -48.4% |
| 1Y | -45.6% | +32.4% | -78.0% | -52.3% |
| 3Y | -54.4% | +99.5% | -153.8% | -68.5% |
| All | -54.4% | +96.2% | -150.5% | -68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling