+52.4%
EFA vs APTV
-69.7%
+122.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.4% |
| 7D | -2.4% | -1.8% | -0.6% | -2.0% |
| 30D | -2.2% | -7.9% | +5.7% | -0.5% |
| 3M | +5.7% | -29.9% | +35.6% | +13.8% |
| 6M | +8.2% | -36.6% | +44.8% | +18.3% |
| YTD | +11.8% | -40.0% | +51.7% | +23.4% |
| 1Y | +18.3% | -44.0% | +62.3% | +32.6% |
| 3Y | +64.9% | -54.5% | +119.5% | +90.2% |
| 5Y | +52.4% | -68.8% | +121.2% | +86.8% |
| All | +52.4% | -69.7% | +122.0% | +86.8% |
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