+137.2%
APTV vs VIG
+533.7%
-396.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.7% | +3.5% | -5.2% | -6.6% |
| 30D | -11.6% | +4.9% | -16.5% | -17.4% |
| 3M | -21.2% | +2.5% | -23.7% | -23.8% |
| 6M | -28.5% | +11.0% | -39.5% | -38.5% |
| YTD | -49.1% | +16.0% | -65.0% | -58.8% |
| 1Y | -52.2% | +17.5% | -69.7% | -62.0% |
| 3Y | -48.6% | +67.0% | -115.6% | -75.1% |
| 5Y | -77.3% | +64.8% | -142.1% | -88.4% |
| 10Y | -26.9% | +263.6% | -290.5% | -86.3% |
| All | +137.2% | +533.7% | -396.5% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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