-69.1%
APTV vs FE
+48.2%
-117.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.4% |
| 7D | +2.0% | +0.6% | +1.3% | +1.8% |
| 30D | -7.7% | -2.1% | -5.6% | -7.1% |
| 3M | -34.0% | +2.6% | -36.6% | -34.7% |
| 6M | -37.1% | -6.8% | -30.3% | -35.7% |
| YTD | -39.9% | +6.9% | -46.8% | -41.6% |
| 1Y | -44.4% | +11.6% | -56.0% | -47.0% |
| 3Y | -54.5% | +47.7% | -102.2% | -62.5% |
| 5Y | -69.1% | +46.2% | -115.3% | -74.2% |
| All | -69.1% | +48.2% | -117.3% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling