+45.0%
EEM vs APTV
-69.3%
+114.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -1.3% | -5.0% | +3.8% | -0.1% |
| 30D | +2.1% | -6.1% | +8.1% | +3.5% |
| 3M | +1.0% | -33.0% | +34.0% | +10.3% |
| 6M | +15.9% | -35.2% | +51.2% | +26.8% |
| YTD | +24.6% | -40.1% | +64.8% | +38.5% |
| 1Y | +32.3% | -45.6% | +77.9% | +50.2% |
| 3Y | +85.9% | -54.4% | +140.3% | +115.0% |
| All | +45.0% | -69.3% | +114.3% | +76.5% |
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 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