+568.9%
ECL vs APTV
+145.2%
+423.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.7% |
| 7D | -0.5% | -9.8% | +9.2% | +2.4% |
| 30D | +8.8% | -8.9% | +17.7% | +11.7% |
| 3M | +7.8% | -19.5% | +27.3% | +14.3% |
| 6M | +21.3% | -31.1% | +52.4% | +32.4% |
| YTD | +17.8% | -47.5% | +65.3% | +38.1% |
| 1Y | +21.1% | -52.3% | +73.4% | +45.7% |
| 3Y | +80.1% | -45.2% | +125.3% | +99.1% |
| 5Y | +40.5% | -76.9% | +117.3% | +97.0% |
| 10Y | +197.7% | -25.1% | +222.8% | +165.2% |
| All | +568.9% | +145.2% | +423.7% | +319.4% |
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