+193.5%
APTV vs FE
+97.4%
+96.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.6% | +3.2% |
| 7D | +4.8% | +1.9% | +2.9% | +4.1% |
| 30D | +2.0% | -1.2% | +3.2% | +2.4% |
| 3M | -34.2% | +3.5% | -37.7% | -35.1% |
| 6M | -34.7% | -6.1% | -28.6% | -33.5% |
| YTD | -37.0% | +7.6% | -44.6% | -38.8% |
| 1Y | -40.4% | +11.9% | -52.3% | -43.0% |
| 3Y | -54.1% | +48.4% | -102.5% | -60.7% |
| 5Y | -68.0% | +44.8% | -112.8% | -72.6% |
| 10Y | -15.5% | +115.9% | -131.4% | -33.0% |
| All | +193.5% | +97.4% | +96.1% | +133.9% |
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