-18.4%
APTV vs XME
+421.4%
-439.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.3% |
| 7D | -5.0% | -4.2% | -0.8% | -2.6% |
| 30D | -6.1% | -2.7% | -3.4% | -4.9% |
| 3M | -33.0% | -3.9% | -29.1% | -32.3% |
| 6M | -35.2% | -1.0% | -34.3% | -36.4% |
| YTD | -40.1% | +9.8% | -50.0% | -45.8% |
| 1Y | -45.6% | +32.5% | -78.2% | -57.2% |
| 3Y | -54.4% | +124.3% | -178.7% | -75.6% |
| 5Y | -68.9% | +165.8% | -234.7% | -85.8% |
| All | -18.4% | +421.4% | -439.8% | -76.7% |
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