-28.3%
APTV vs XME
+260.6%
-288.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.8% |
| 7D | -1.7% | +0.3% | -2.1% | -2.1% |
| 30D | -11.6% | -6.1% | -5.5% | -8.4% |
| 3M | -21.2% | -18.6% | -2.6% | -11.3% |
| 6M | -28.5% | -23.9% | -4.6% | -16.9% |
| YTD | -49.1% | -9.3% | -39.7% | -48.4% |
| 1Y | -52.2% | +1.8% | -54.0% | -55.4% |
| 3Y | -48.6% | +93.0% | -141.6% | -70.5% |
| 5Y | -77.3% | +107.0% | -184.3% | -88.1% |
| All | -28.3% | +260.6% | -288.9% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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