-28.3%
APTV vs FE
+126.1%
-154.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.6% |
| 7D | -1.7% | +1.2% | -3.0% | -2.2% |
| 30D | -11.6% | +4.5% | -16.1% | -13.0% |
| 3M | -21.2% | +1.3% | -22.5% | -21.6% |
| 6M | -28.5% | +8.7% | -37.2% | -30.9% |
| YTD | -49.1% | +9.2% | -58.3% | -51.0% |
| 1Y | -52.2% | +7.0% | -59.2% | -53.7% |
| 3Y | -48.6% | +51.4% | -100.0% | -57.2% |
| 5Y | -77.3% | +47.7% | -125.0% | -81.1% |
| All | -28.3% | +126.1% | -154.5% | -39.9% |
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