+141.4%
APTV vs FE
+96.0%
+45.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.0% | -3.0% |
| 7D | -10.2% | -1.0% | -9.2% | -9.9% |
| 30D | -10.8% | +4.1% | -15.0% | -12.0% |
| 3M | -14.8% | -1.0% | -13.8% | -14.5% |
| 6M | -30.6% | +4.0% | -34.6% | -31.6% |
| YTD | -48.2% | +6.8% | -55.0% | -49.5% |
| 1Y | -52.0% | +5.3% | -57.2% | -53.0% |
| 3Y | -47.0% | +44.6% | -91.6% | -54.2% |
| 5Y | -77.5% | +44.2% | -121.7% | -80.6% |
| 10Y | -27.0% | +107.3% | -134.2% | -41.5% |
| All | +141.4% | +96.0% | +45.4% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling