-28.3%
APTV vs ETR
+378.9%
-407.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -1.7% | +1.2% | -2.9% | -2.2% |
| 30D | -11.6% | +7.0% | -18.6% | -13.8% |
| 3M | -21.2% | +4.6% | -25.8% | -22.6% |
| 6M | -28.5% | +0.1% | -28.6% | -28.8% |
| YTD | -49.1% | +23.2% | -72.3% | -53.8% |
| 1Y | -52.2% | +20.6% | -72.8% | -56.2% |
| 3Y | -48.6% | +156.3% | -204.9% | -68.3% |
| 5Y | -77.3% | +159.6% | -236.9% | -86.4% |
| All | -28.3% | +378.9% | -407.3% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling