+202.3%
ECL vs APTV
-27.4%
+229.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +2.9% | -1.7% | +4.6% | +3.4% |
| 30D | +7.5% | -11.6% | +19.1% | +11.1% |
| 3M | +12.2% | -21.2% | +33.4% | +19.5% |
| 6M | +24.6% | -28.5% | +53.1% | +34.2% |
| YTD | +18.8% | -49.1% | +67.8% | +39.8% |
| 1Y | +19.3% | -52.2% | +71.5% | +42.9% |
| 3Y | +78.2% | -48.6% | +126.8% | +100.3% |
| 5Y | +38.8% | -77.3% | +116.1% | +94.5% |
| All | +202.3% | -27.4% | +229.6% | +200.3% |
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