+563.8%
ECL vs APTV
+138.4%
+425.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -0.5% | -5.0% | +4.5% | +1.0% |
| 30D | +6.6% | -12.3% | +18.9% | +10.5% |
| 3M | +9.6% | -19.9% | +29.6% | +16.4% |
| 6M | +21.6% | -29.4% | +51.0% | +31.8% |
| YTD | +16.9% | -49.0% | +65.9% | +38.1% |
| 1Y | +17.9% | -53.1% | +71.0% | +42.6% |
| 3Y | +76.5% | -48.9% | +125.4% | +99.5% |
| 5Y | +36.6% | -77.2% | +113.9% | +92.5% |
| 10Y | +193.2% | -26.8% | +219.9% | +162.7% |
| All | +563.8% | +138.4% | +425.4% | +319.5% |
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