+507.4%
ECL vs APTV
+194.6%
+312.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -2.9% | -0.8% |
| 7D | -2.6% | +4.8% | -7.4% | -3.9% |
| 30D | -2.2% | +2.0% | -4.2% | -2.9% |
| 3M | +10.1% | -34.2% | +44.4% | +22.9% |
| 6M | -5.7% | -34.7% | +28.9% | +4.5% |
| YTD | +7.0% | -37.0% | +43.9% | +19.2% |
| 1Y | +2.7% | -40.4% | +43.1% | +16.0% |
| 3Y | +57.7% | -54.1% | +111.8% | +85.7% |
| 5Y | +31.1% | -68.0% | +99.2% | +67.2% |
| 10Y | +150.9% | -15.5% | +166.4% | +116.4% |
| All | +507.4% | +194.6% | +312.9% | +262.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling