+28.1%
ECL vs APTV
-69.4%
+97.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.8% |
| 7D | -0.8% | +2.0% | -2.7% | -1.3% |
| 30D | -2.5% | -7.7% | +5.2% | -0.6% |
| 3M | +8.3% | -34.0% | +42.3% | +19.6% |
| 6M | -1.1% | -37.1% | +36.0% | +9.6% |
| YTD | +6.5% | -39.9% | +46.4% | +19.0% |
| 1Y | +2.1% | -44.4% | +46.5% | +16.3% |
| 3Y | +57.6% | -54.5% | +112.1% | +86.1% |
| 5Y | +28.1% | -69.1% | +97.2% | +64.7% |
| All | +28.1% | -69.4% | +97.5% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling