-20.0%
APTV vs FE
+113.1%
-133.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.4% |
| 7D | +2.0% | +0.6% | +1.3% | +1.7% |
| 30D | -7.7% | -2.1% | -5.6% | -7.0% |
| 3M | -34.0% | +2.6% | -36.6% | -34.7% |
| 6M | -37.1% | -6.8% | -30.3% | -35.6% |
| YTD | -39.9% | +6.9% | -46.8% | -41.7% |
| 1Y | -44.4% | +11.6% | -56.0% | -47.1% |
| 3Y | -54.5% | +47.7% | -102.2% | -61.8% |
| 5Y | -69.1% | +46.2% | -115.3% | -74.2% |
| 10Y | -20.0% | +109.2% | -129.2% | -31.7% |
| All | -20.0% | +113.1% | -133.1% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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