-53.1%
APTV vs FE
+4.7%
-57.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -5.0% | -0.3% | -4.7% | -5.0% |
| 30D | -12.3% | +3.9% | -16.2% | -12.4% |
| 3M | -19.9% | -0.1% | -19.8% | -20.1% |
| 6M | -29.4% | +6.1% | -35.5% | -29.4% |
| YTD | -49.0% | +8.1% | -57.1% | -47.5% |
| 1Y | -53.1% | +4.4% | -57.5% | -51.6% |
| All | -53.1% | +4.7% | -57.8% | -51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling