-18.4%
APTV vs ITOT
+303.4%
-321.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -1.5% |
| 7D | -5.0% | -0.9% | -4.1% | -3.8% |
| 30D | -6.1% | -1.5% | -4.6% | -4.1% |
| 3M | -33.0% | +3.6% | -36.6% | -36.5% |
| 6M | -35.2% | +13.7% | -48.9% | -46.1% |
| YTD | -40.1% | +12.9% | -53.1% | -49.6% |
| 1Y | -45.6% | +17.2% | -62.8% | -56.6% |
| 3Y | -54.4% | +75.6% | -130.0% | -79.5% |
| 5Y | -68.9% | +75.5% | -144.4% | -85.6% |
| All | -18.4% | +303.4% | -321.9% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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