+155.6%
ECL vs APTV
-21.3%
+176.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.5% | -1.4% |
| 7D | -2.7% | -1.2% | -1.6% | -2.5% |
| 30D | -4.3% | -10.6% | +6.4% | -1.4% |
| 3M | +3.2% | -35.0% | +38.2% | +15.3% |
| 6M | -2.9% | -38.9% | +36.0% | +9.3% |
| YTD | +4.3% | -41.5% | +45.8% | +18.2% |
| 1Y | +1.6% | -45.8% | +47.5% | +17.5% |
| 3Y | +54.3% | -55.7% | +110.0% | +82.5% |
| 5Y | +26.5% | -70.1% | +96.6% | +63.4% |
| 10Y | +155.6% | -19.1% | +174.7% | +143.0% |
| All | +155.6% | -21.3% | +176.9% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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