-52.2%
APTV vs XME
-2.0%
-50.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.3% |
| 7D | -1.7% | +0.3% | -2.1% | -1.9% |
| 30D | -11.6% | -6.1% | -5.5% | -9.9% |
| 3M | -21.2% | -18.6% | -2.6% | -16.3% |
| 6M | -28.5% | -23.9% | -4.6% | -22.1% |
| YTD | -49.1% | -9.3% | -39.7% | -49.9% |
| 1Y | -52.2% | +1.8% | -54.0% | -55.9% |
| All | -52.2% | -2.0% | -50.2% | -55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling